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You are on page 1of 215

Complex Analysis I

Spring 2009

Luke Rogers

Notes by Ben Salisbury

Last updated: May 5, 2009

Preface

This class is an introduction to complex analysis at the graduate level. A prac-

tical purpose of the class is to prepare students to take the qualifying exams.

Highlights of the course will be (not an exclusive list) analytic functions, mero-

morphic functions, the Cauchy Integral Formula, residues, maximum principle

and the Schwartz Lemma. For prelims, check out the Complex Analysis Study

Guide.

Notation

A(a, r, R) the annulus r < [z a[ < R

A(a, r, R) the closed annulus r [z a[ R

the boundary of

C the eld of complex numbers

C() the continuous functions on

(z, z

1

, z

2

, z

3

) the cross ratio

D the open unit disk z : [z[ < 1

D the closed unit disk z : [z[ 1

D(a, R) the open disk z : [z a[ < R

D(a, R) the closed disk z : [z a[ R

T a family of functions

H the upper half-plane z : Im(z) > 0

Hol() the set of holomorphic functions on

Hol(, U) the set of holomorphic functions U

L

1

(R) the integrable functions on R

the Laplacian operator

SL

2

(k) the group of 2 2 matrices with determinant 1 over k

R the eld of real numbers

Re(z) the real part of z = x +iy

Res(f, z) the residue of f at z

Z the ring of integers

N the monoid of natural numbers

z the complex conjugate of z C

CONTENTS

1 Complex Numbers 1

1.1 What is i? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1

1.2 nth Roots . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4

1.3 The Riemann Sphere . . . . . . . . . . . . . . . . . . . . . . . . . 5

2 Complex Functions 9

2.1 Topology of the Complex Plane . . . . . . . . . . . . . . . . . . . 9

2.2 Dierentiation . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10

2.3 Harmonic and Analytic Functions . . . . . . . . . . . . . . . . . . 12

2.4 Rational Functions . . . . . . . . . . . . . . . . . . . . . . . . . . 16

2.5 Partial Fractions . . . . . . . . . . . . . . . . . . . . . . . . . . . 18

2.6 Power Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19

2.7 The Exponential Function . . . . . . . . . . . . . . . . . . . . . . 24

3 Material for Later 29

3.1 Connectedness . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29

3.2 Arc and Curves . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33

4 Conformal Mappings 35

4.1 Linear Fractional Transformations . . . . . . . . . . . . . . . . . 35

4.2 Features of Mobius Transformations . . . . . . . . . . . . . . . . 38

4.3 Reection in a Circle . . . . . . . . . . . . . . . . . . . . . . . . . 40

4.4 Dynamics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41

4.5 Conformal Mappings of a Simply Connected Domain . . . . . . . 43

5 Integration Theory 57

5.1 Line Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57

5.2 Applications of the Cauchy Integral Formula . . . . . . . . . . . 74

vii

viii CONTENTS

5.3 Taylor Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76

5.4 Zeros of Analytic Functions . . . . . . . . . . . . . . . . . . . . . 80

5.5 Counting Zeros of Analytic Functions . . . . . . . . . . . . . . . 83

5.6 General Form of Cauchys Theorem . . . . . . . . . . . . . . . . 86

6 Residue Calculus 91

6.1 The Residue Theorem . . . . . . . . . . . . . . . . . . . . . . . . 91

6.2 Calculating Integrals . . . . . . . . . . . . . . . . . . . . . . . . . 94

7 Harmonic Functions 103

7.1 Harmonic Conjugates . . . . . . . . . . . . . . . . . . . . . . . . 103

7.2 Harmonic Functions and Normal Derivatives . . . . . . . . . . . 105

8 Series and Analytic Functions 113

8.1 Relationship Between Series and Analytic Functions . . . . . . . 113

8.2 Taylor Series Developments . . . . . . . . . . . . . . . . . . . . . 115

8.3 Laurent Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 118

9 Uniform Convergence 121

9.1 On Compact Subsets of . . . . . . . . . . . . . . . . . . . . . . 121

9.2 Normal Families . . . . . . . . . . . . . . . . . . . . . . . . . . . 123

9.3 Riemann Mapping Theorem . . . . . . . . . . . . . . . . . . . . . 129

10 Selected Homework Solutions 131

10.1 Homework Set 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . 131

10.2 Homework Set 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . 138

10.3 Homework Set 3 . . . . . . . . . . . . . . . . . . . . . . . . . . . 151

10.4 Homework Set 4 . . . . . . . . . . . . . . . . . . . . . . . . . . . 153

10.5 Homework Set 5 . . . . . . . . . . . . . . . . . . . . . . . . . . . 159

10.6 Homework Set 6 . . . . . . . . . . . . . . . . . . . . . . . . . . . 162

10.7 Homework Set 7 . . . . . . . . . . . . . . . . . . . . . . . . . . . 167

10.8 Homework Set 8 . . . . . . . . . . . . . . . . . . . . . . . . . . . 169

10.9 Homework Set 9 . . . . . . . . . . . . . . . . . . . . . . . . . . . 174

10.10Homework Set 10 . . . . . . . . . . . . . . . . . . . . . . . . . . . 185

11 Preliminary Exams 191

11.1 Syllabus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 191

11.2 January 2009 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 193

11.3 August 2008 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 194

11.4 August 2007 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 195

11.5 August 2006 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 196

11.6 August 2005 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 197

11.7 August 2004 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 198

11.8 August 2003 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 199

11.9 August 2002 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 200

11.10August 2001 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 201

CONTENTS ix

11.11August 2000 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 202

Bibliography 203

Index 203

CHAPTER 1

Complex Numbers

1.1 What is i?

We know i

2

= 1, but what is the motivation for this? One may suspect that

the reason was to solve quadratic equations. However, it was actually used to

study cubic equations.

We denote by C the set of complex numbers and write a typical element in

one of two ways: a = + i, which is consistent with [Ahl79], or z = x + iy,

which is consistent with most modern texts, where , , x, y R. If a = +i

and a

+i

, then a +b = ( +

) +i( +

) and

ab = ( +i)(

+i

) =

+i

+i

.

1.1 Example. Given only the information above, what is

i? From the mul-

tiplication formula above with a = +i, we have i = a

2

=

2

2

+2i, so

nding

i is equivalent to solving the equations 0 =

2

2

and 1 = 2. This

gives

i =

2

2

(1 + i). More generally [Ahl79, p. 3], for any complex number

a = +i, we have

a =

__

+

+

2

+i

[[

_

+

+

2

_

.

1

2 What is i?

1.2 Example. With a = +i, what is

1

a

? We have

1

a

=

1

+i

=

i

2

+

2

=

2

+

2

+

i

2

+

2

.

What these examples, along with the operations above, tell us is that C is a

eld. As an aside, note that C is the unique (up to isomorphism) eld containing

a root of a

2

+ 1 and containing R. To prove such an idea, one shows that the

operations on C are well-dened and do indeed form a eld. This shows existence

of a eld containing R and a root of a

2

+ 1. To show uniqueness, suppose i

is

another root of the equation and show R(i)

= C by the isomorphism i i

.

Geometrically speaking, the addition operation in C is the same as vector

addition in R

2

.

Figure 1.1: Addition in C is equivalent to vector addition in R

2

by viewing + i

as the point (, ).

Multiplication, however, is bit more interesting. Observe, as shown in Figure

1.2, that multiplication by i rotates the point by

2

radians in the counterclock-

wise direction.

So, multiplication by a complex number involves rotating (by the angle be-

tween the complex number and the real axis) and dilating (by the distance

Complex Numbers 3

Figure 1.2: This shows how multiplication in C is not exactly immediately

intuitive. Given a = + i, this shows how multiplication by i aects a.

between the origin and the complex number). This suggests we can write the

complex number +i by r(cos +i sin ), where r

2

=

2

+

2

.

1.3 Lemma. For r

1

, r

2

> 0 and

1

,

2

[0, 2), we have

(r

1

(cos

1

+i sin

1

))(r

2

(cos

2

+i sin

2

)) = r

1

r

2

(cos(

1

+

2

) +i sin(

1

+

2

)).

Proof. Follows from

cos(

1

+

2

) = cos

1

cos

2

sin

1

sin

2

sin(

1

+

2

) = cos

1

sin

2

+ sin

1

cos

2

and some algebra.

4 nth Roots

1.2 nth Roots

Let + i be a complex number with angle . Divide the angle into n pieces,

so we have n angles of size

n

. So the nth root of a = r(cos +i sin ) is

r

1/n

_

cos

n

+i sin

n

_

.

Because this is only a choice of an nth root, this particular root has a specic

name. Its called a primitive nth root. If we multiply a by any number

(cos + i sin ) such that

n

(cos(n) + i sin(n)) = 1, then we get another

nth root of a. So if = 1 and is such that n 0 mod 2, then we get our

primitive nth root.

We call the modulus of a complex number a = + i is [a[ =

_

2

+

2

,

and we dene the argument of a = +i to be arg a such that

a = [a[(cos(arg a) +i sin(arg a)).

The modulus [ [ has all the usual properties of an absolute value. Indeed, for

any a, b C, [a +b[ [a[ +[b[,

[a[ [b[

To this point, we have developed our theory based on the fact that i

2

= 1

and some algebraic denitions. But observe that i

2

= 1 also, so our theory

is symmetric under the reection i i. Insofar, we dene the complex

conjugate of a = +i as a = i. The complex conjugation map a a is

an idempotent ring homomorphism; that is, a +b = a + b, ab = a

b, and a = a

for all a, b C. Further, observe that

aa = ( +i)( i) =

2

+

2

= [a[

2

.

We already used this implicitly in the computation of the reciprocal of a.

Namely,

1/a =

a

[a[

2

.

For any a = +i C, we dene the real part and imaginary part of a

as Re(a) = and Im(a) = , respectively. Observe that

Re(a) =

a +a

2

and Im(a) =

a a

2i

.

Well use the real and imaginary parts to give a proof of the triangle in-

Complex Numbers 5

equality [Con73, p. 3]. For any a C, we have [a[ Re(a) [a[ and

[a[ Im(a) [a[. Hence Re(ab) [ab[ = [a[[b[. Therefore

[a +b[

2

= [a[

2

+ 2 Re(ab) +[b[

2

[a[

2

+ 2[a[[b[ +[b[

2

= ([a[ +[b[)

2

.

Taking square roots on both sides yields the triangle inequality.

Now write a = ab +b, for complex numbers a and b. Then [a[ = [ab +b[

and the triangle inequality implies [a[ [a b[ + [b[. Subtracting [b[ on both

sides yields [a[ [b[ [a b[. Since this inequality is symmetric in its roles of

a and b, we have shown

[a[ [b[

[a b[.

1.4 Example. For complex numbers a and b, consider the quantity

B :=

a b

1 ab

.

We intend to show B < 1 if [a[ < 1 or [b[ < 1, and B = 1 if [a[ = 1 or [b[ = 1.

Following [SL99, p. 7], it suces to assume a is real. Then the rst inequality

is reduced to proving (a b)(a b) < (1 ab)(1 ab).

Indeed, if we write a in its polar form a = r(cos + i sin ) and use Eulers

identity to write a = re

i

, we make the substitution b = be

i

and we nd

re

i

be

i

1 re

i

be

i

r b

1 rb

,

so we may assume that a is a real number 0 r 1. We want to show

(r b)(r b) (1 rb)(1 rb) (1.1)

with equality if and only if r = 1 or [b[ = 1. Expanding both sides, make the

necessary cancellations and move all the terms to the right to see that (1.1) is

equivalent to 0 (1 r

2

)(1 bb), so 0 (1 r

2

)(1 [b[

2

). Lastly, take the

derivative with respect to r to conclude the proof.

1.3 The Riemann Sphere

Thus far we have the complex place C. Lets add a single point at innity.

This is point, for example, to which all unbounded sequences tend. Topologically

(and informally) speaking, the plane with a point added looks like a sphere.

A common notation for C is

C.

6 The Riemann Sphere

More formally, we can identify

C with a sphere in three dimensions via

stereographic projection. This sphere is called the Riemann sphere. Lets

describe this so-called stereographic projection. In R

3

, identify C with the

rst two coordinates. Geometrically speaking, for every point z in C, the line

through z and (0, 0, 1) on the sphere intersects the sphere minus the north pole

at a unique point. Conversely, for each point (a, b, c) in the sphere dierent from

the north pole, the line through (0, 0, 1) and (a, b, c) intersects C at a unique

point. We use these maps to identify C, which equals sphere minus the pole,

with

C, which is the sphere, with corresponding to (0, 0, 1).

Figure 1.3: Stereographic projection identies a point in the complex plane C with

a unique point on the Riemann sphere

b

C.

Analytically, if z C is represented by (x, y, 0) in R

3

for x, y R, then the

line through z and (0, 0, 1) is (x, y, 0) +(1 )(0, 0, 1). This line intersects the

sphere when

2

(x

2

+y

2

) + (1 )

2

= 1; that is, = 0 or

=

2

x

2

+y

2

+ 1

.

When = 0, we dont get the intersection with the sphere for which we were

seeking. So the map C

C is given by

z

_

z +z

1 +[z[

2

,

z z

i(1 +[z[

2

)

,

[z[

2

1

1 +[z[

2

_

. (1.2)

Complex Numbers 7

In the other direction, the inverse map

C (0, 0, 1) C is given by

(a, b, c)

a +ib

1 c

. (1.3)

Under the Riemann sphere model, the unit disk in C corresponds to the bottom

hemisphere of

C. Moreover, the right half-plane in C (i.e., the complex numbers

with positive real part) corresponds to the the right hemisphere of

C. So there

is a correspondence between the unit disk and right half-plane in C simply by

rotating the Riemann sphere.

As an observation, lines in C are equivalent to circles through (0, 0, 1) on

C.

Additionally, circles in C correspond to circles on

C not containing (0, 0, 1).

What is the equation of a circle through (0, 0, 1) on

C. This circle lives in a

2-dimensional space, so the circle lies in a plane of the form

P = (a, b, c) R

3

: (, , ) ((a, b, c) (0, 0, 1)),

where (, , ) is a vector normal to the plane. In fact, the circle is the inter-

section of this plane P with

C. Now z C has image in

C given by (1.2). So if

z is on the curve corresponding to our circle, then

(, , )

_

z +z

1 +[z[

2

,

z z

i(1 +[z[

2

)

,

2

1 +[z[

2

_

= 0.

So

(z +z) i(z z) 2 = 0

and it can be veried that this is (a form of) the general equation of a line in C

(see exercises).

One can put a metric on

C to C via the stereographic projection, at which

point we nd if (a, b, c) corresponds to z and (a

, b

, c

) corresponds to z

, then

dist((a, b, c), (a

, b

, c

)) =

2[z z

[

_

(1 +[z[

2

)(1 +[z

[

2

)

and

dist((a, b, c), (0, 0, 1)) =

2

_

1 +[z[

2

.

These formulae dene the spherical metric on C.

CHAPTER 2

Complex Functions

In studying complex functions, one must rst distinguish which class of functions

one wishes to perform analysis; that is to say, functions are are suitably nice:

continuous, dierentiable, etc. Before we can discuss such properties, we must

rst discuss the topology on C. Indeed, we use the usual Euclidean distance on

R

2

.

2.1 Topology of the Complex Plane

2.1 Denition. We have

lim

za

f(z) = A

if and only if for all > 0 there exists > 0 such that [f(z) A[ < on

[z a[ < .

Observe since the metric on C is the same as the usual distance on R

2

, this

is the usual notion of a limit in R

2

. In particular, f(z) A as z a in C if

and only if Re(f(z)) Re(A) and Im(f(z)) Im(A) as z a.

There are also such things as

lim

z

f(z) = A, lim

za

f(z) = , lim

z

f(z) = .

It is left to reader to develop appropriate denitions for each of these limits.

9

10 Differentiation

2.2 Proposition. The usual limit laws from R are valid in C. Moreover, if

f(z) A as z a, then [f(z)[ [A[ as z a. Lastly, if f(z) A as z a,

then f(z) A.

The usual notion of continuity also carries over to complex functions.

2.3 Denition. A function f is continuous at a point a if f(z) f(a) as

z a. A function f is continuous on a set if it is continuous at each point in

the set. The phrase f is continuous means f is continuous on its domain.

As a consequence of Proposition 2.2, we have the following theorem.

2.4 Theorem. Continuity of complex functions is preserved by sums, prod-

ucts, quotients (on the domain of the quotient), complex conjugation, real part,

imaginary part, and modulus.

2.5 Example. From [SL99, p. 10]. Consider the function

f(z) = lim

n

z

n

1

z

n

+ 1

, [z[ , = 1.

We show that this limit exists but it is not possible to dene f(z) when [z[ = 1

in such a way that makes f continuous. Suppose rst that [z[ < 1. Then

z

n

1

z

n

+ 1

(1)

2z

n

z

n

+ 1

0

as n , so f(z) = 1. If [z[ > 1, then

z

n

1

z

n

+ 1

1

=

2

[z

n

+ 1[

0

as n , so f(z) = 1. From these results we see that we cannot dene f(z)

when [z[ = 1 so as to make f continuous.

2.2 Dierentiation

2.6 Denition. Let f be a complex function. We dene the derivative of f at

a as

f

(a) = lim

za

f(z) f(a)

z a

= lim

0

f(a +) f(a)

.

Complex Functions 11

2.7 Example. Its computation time! Let z = x + iy and f(z) = u(x, y) +

iv(x, y), where both u and v are maps R

2

R. Compute f

(0) by considering

the limit where 0 for R, and where 0 for purely imaginary.

Indeed, if R, then

f

(0) = lim

0

(u(, 0) +iv(, 0)) (u(0, 0) +iv(0, 0))

=

u

x

+i

v

y

and for imaginary

f

(0) = lim

h0

(u(0, h) +iv(0, h)) (u(0, 0) +iv(0, 0))

ih

=

1

i

_

u

x

+i

v

y

_

.

2.8 Theorem. If f

u

x

z=a

=

v

y

z=a

and

v

x

z=a

=

u

y

z=a

.

These are called the Cauchy-Riemann equations.

If we think of f as representing a map R

2

R

2

by (x, y) (u, v), then

the derivative of f as a map R

2

R

2

is represented by a 2 2 matrix

Df =

_

u/x u/y

v/x v/y

_

.

By the Cauchy-Riemann equations, the row vectors in

_

u/x u/y

v/y v/x

_

.

are orthogonal and have the same length. Thus

Df =

_

_

u

x

_

2

+

_

u

y

_

2

_

O,

where O is an orthogonal matrix. In fact, O is an element of SO

2

(R), so it

represents a rotation. Observe also that this linear mapping scales area by a

factor of

_

u

x

_

2

+

_

u

y

_

2

= Jacobian of f as a map R

2

R

2

.

12 Harmonic and Analytic Functions

Said dierently, suppose g : R

2

R

2

and g is dierentiable as a map of

this type. That is to say, there is a linearization of g at every point in R

2

. It

is reasonable to think that a disk around any point in R

2

gets maps to another

ellipse in R

2

under g. The ellipse may be rotated and may be stretched, but

the ellipse is not going to be deformed into a line (Figure 2.1). Geometrically

speaking in C, innitesimal disks in C get mapped to rotations and dilations of

the original disk under dierentiable maps C C.

Figure 2.1: A dierentiable map R

2

R

2

is equivalent to mapping every disk in

R

2

to some scaling and rotation of the original disk. However, unlike complex

dierentiable functions C C, it does not preserve angles.

This relates to the notion of a conformal (angle-preserving) map. In R

2

,

a dierentiable map may not preserve the angle between tangent vectors of

two curves meeting at a given point. However, complex dierentiable functions

preserve angles.

2.3 Harmonic and Analytic Functions

Suppose f(z) = u + iv, where u(x, y) and v(x, y) are C

2

, and f is complex

dierentiable. The Cauchy-Riemann equations imply

2

u

x

2

=

2

v

xy

and

2

u

y

2

=

2

v

xy

.

Complex Functions 13

Thus _

2

x

2

+

2

y

2

_

u = 0 and

_

2

x

2

+

2

y

2

_

v = 0.

2.9 Denition. The dierential operator

:=

_

2

x

2

+

2

y

2

_

is called the Laplacian. Any C

2

function with vanishing Laplacian is called

harmonic.

2.10 Theorem. If f is suciently smooth and is analytic, then Re(f) = u and

Im(f) = v are harmonic functions.

The converse is not true. If u and v are harmonic functions such that the

function f = u+iv is analytic, then u are v are called harmonic conjugates.

2.11 Theorem. If u and v are C

1

functions R

2

R, where we may possibly

restrict the function to an open set U R

2

, such that the Cauchy-Riemann

equations hold, then f = u +iv is analytic.

Proof. Fix a point = (a, b) R

2

and write z = x +iy. The linearization of u

at (a, b) is

u(x, y) = u(a, b) +u

x

(a, b)(x a) +u

y

(a, b)(y b) +o([x a[ +[y b[),

and similarly for v(x, y). Then

f(z) f()

z

u

x

(a, b) +iu

y

(a, b)

=

(u(x, y) u(a, b)) +i(v(x, y) v(a, b))

(x a) +i(y b)

u

x

(a, b)(x a) iv

y

(a, b)(y b) u

y

(a, b)(y b) iv

x

(a, b)(x a)

(x a) +i(y b)

=

o([x a[ +[y b[)

(x a) +i(y b)

0 as z .

Now some dodgy formal reasoning that gives intuition. Suppose we have a

function f : R

2

R

2

by f(x, y) = (u(x, y), v(x, y)). Think of x =

1

2

(z + z)

and y =

1

2i

(z z). So we can express f as f(z, z). Formally,

z

=

1

2

_

x

i

y

_

and

z

=

1

2

_

x

+i

y

_

.

14 Harmonic and Analytic Functions

Notice the Cauchy-Riemann equations say f/z = 0. This says that a complex

dierentiable functions are a function of z, not of both z and z.

2.12 Example. If f and g are both analytic functions, we show gf is analytic

and satises the usual chain rule [Con73, p. 34]. Let G be the domain on which

f is dened and the domain of g. Fix z

0

in G and choose r > 0 such that

B(z

0

, r) G. We must show that if 0 < [h

n

[ < r and h

n

0 as n , then

lim

n

g(f(z

0

+h

n

)) g(f(z

0

))

h

n

exists and equals g

(f(z

0

))f

(z

0

). (Why is this sucient?)

Case 1. Suppose f(z

0

) ,= f(z

0

+h

n

) for all n. Then

g(f(z

0

+h

n

)) g(f(z

0

))

h

n

=

g(f(z

0

+h

n

)) g(f(z

0

))

f(z

0

+h

n

) f(z

0

)

f(z

0

+h

n

) f(z

0

)

h

n

.

Since f is analytic,

lim

n

f(z

0

+h

n

) f(z

0

) = 0,

so we have

lim

n

g(f(z

0

+h

n

)) g(f(z

0

))

h

n

= g

(f(z

0

))f

(z

0

).

Case 2. Now suppose f(z

0

) = f(z

0

+h

n

) for innitely many n. Write h

n

n

and

n

where f(z

0

) ,= f(z

0

+ k

n

) and

f(z

0

) = f(z

0

+

n

) for all n. Since f is analytic,

f

(z

0

) = lim

n

f(z

0

+

n

) f(z

0

)

n

= 0.

Also,

lim

n

g(f(z

0

+

n

)) g(f(z

0

))

n

= 0.

So by Case 1,

lim

n

g(f(z

0

+k

n

)) g(f(z

0

))

k

n

= g

(f(z

0

))f

(z

0

) = 0.

Therefore

lim

n

g(f(z

0

+h

n

)) g(f(z

0

))

h

n

= 0 = g

(f(z

0

))f

(z

0

).

Complex Functions 15

The general case follows from these two.

There is a formal method for obtaining the harmonic conjugate of a harmonic

function. That is, given u C

2

with u = 0. We want to nd v such that u+iv

is analytic. One solution, from multivariable calculus, is familiar. Compute the

partial derivative u

x

, we have v

y

= u

x

, so

v =

_

u

x

dy +g(x).

Then compute v

x

by

v

x

=

x

_

u

x

dy +g

(x).

Set this equal to u

y

. This gives an equation for g

substitute.

Here is another solution. Write

f(z) = 2u

_

z

2

,

z

2i

_

u(0, 0),

which is valid when u is a polynomial or rational function.

Lets return to analytic functions. Some common examples of analytic func-

tions include the constant functions and the function f(z) = z. The product

and sum of analytic functions are analytic. The proofs of the latter are identical

to the real variable case, just switch x with z.

2.13 Theorem. The polynomial functions are analytic.

Any polynomial P(z) C[z] is of the form a

0

+a

1

z + +a

n1

z

n1

+a

n

z

n

,

where a

n

,= 0. By denition, the degree of P is n with the convention that if

P(z) = 0, then deg(P) = 0. A fact (that will be proved later) is the fundamental

theorem of algebra, which says any polynomial of degree at least 1 has at least

one root. We know from algebra, if P(a) = 0, then P(z) = (z a)Q(z) where

deg(Q(z)) = deg(P(z)) 1. By induction we have the following.

2.14 Proposition. Any polynomial P(z) splits in C. That is, there exist

j

,

for j = 1, . . . , deg(P), such that

P(z) = a

n

n

j=1

(z

j

),

where n = deg(P).

16 Rational Functions

In the above, the

j

need not be distinct. If some root is repeated exactly

k times, so P(z) = (z )

k

Q(z) and Q() ,= 0, then P(z) has a zero of order

k at . Observe,

zeros

order of the zero = deg(P).

2.15 Lucas Theorem. Suppose P(z) is a polynomial. If is a half-plane

that contains no roots of P(z), then no roots of P

(z) are in .

2.16 Corollary. The zeros of P

Observe that the line containing two zeros of P(z) forms a half-plane. One

side of the half-plane contains no zeros of P(z), so by Lucas theorem that half-

plane contains no zeros of P

intersection of all the half-planes containing the zeros of P, we have the zeros

of P

Proof of Lucas theorem. Look at

F(z) :=

P

(z)

P(z)

=

n

j=1

1

z

j

.

Let be a half-plane containing no zeros of P(z). Then

F(c(z b)) =

n

j=1

1

c(z

j

b)

has no zeros in the right half-plane, where b and c are the complex numbers

translating the half-plane into H := z : Re(z) > 0. Since F(c(z b)) has

no zeros in H, Re(z

j

b) > 0 for z . Hence Re(

1

zjb

) > 0, so

Re

_

n

j=1

1

z

j

b

_

> 0

as needed.

2.4 Rational Functions

Let R(z) = P(z)/Q(z) for P(z) and Q(z) in C[z] such that P(z) and Q(z)

have no common zeros. Such a function R(z) is called a rational function. We

consider these functions on

C because the theory is nicer there.

Complex Functions 17

Any rational function R(z) has zeros exactly at the zeros of P(z), and the

order of each zero is the same as for P(z). In particular, if n = deg(P(z)), then

R has n zeros in C counting multiplicities.

2.17 Denition. A zero of Q(z) is called a pole of R(z).

Like with P(z), the number of poles of R(z) is equal to the number of zeros

of Q(z) in C, namely R(z) has m = deg(Q(z)) poles in C. However, we have

not yet considered the case when R is near innity. Write

R(z) =

a

0

+a

1

z + +a

n

z

n

b

0

+b

1

z + +b

m

z

m

=

z

n

(

n

j=0

a

j

z

jn

)

z

m

(

m

j=0

b

j

z

jm

)

.

If n > m, then R(z) as z . In which case, we say R(z) has a pole at

innity of order n m . If n = m, then R(z) a

n

/a

m

as z . If n < m,

then R(z) 0 as z and the order of the zero is m n. A justication

of this is that since every point on

C is the same, if we reect

C such that

0, which is done for example by z 1/z, then R(1/z) near z = 0 has the

same behavior as R(z) at . It is an easy exercise to show

R(z) has

_

_

pole of order n m, n > m

zero of order mn, n < m

neither, n = m.

2.18 Example. Let

R(z) =

(z 2)

2

(z

3

+ 1)

z

4

+z

2

+ 1

.

The numerator has at least ve zeros, so R(z) has ve zeros in C. The func-

tion R(z) has four poles in C and one pole at innity. So in general, R(z) =

P(z)/Q(z), with n = deg(P(z)) and m = deg(Q(z)), has n zeros in C, m poles

in C, so mn zeros if m > n and n m poles if n > m. Hence

#(zeros of R(z)) =

_

_

_

n, n m

m, n < m

= max(m, n)

and

#(poles of R(z)) =

_

_

_

m, m n

n, m < n

= max(m, n).

18 Partial Fractions

2.19 Theorem. If R(z) = P(z)/Q(z) is a rational function such that P(z) and

Q(z) have no common zeros, then the number of zeros in

C equals the number

of poles in

C, and both values are max(deg(P(z)), deg(Q(z))).

2.5 Partial Fractions

Recall, for example,

1

z

2

1

=

A

z 1

+

B

z + 1

=

from calculus. How does one prove this always possible for a rational function

R(z)?

2.20 Theorem. A rational function can always be written in partial fraction

form.

Proof. Consider the case where R(z) has a pole at innity. That is, R(z) =

P(z)/Q(z) where deg(P(z)) > deg(Q(z)). Then (by the Euclidean algorithm)

R(z) = G(z) +

H(z)

Q(z)

, deg(H(z)) = deg(Q(z)).

Call G(z) the singular part, or principal part, of R at .

Similarly, if C is such that Q() = 0 (i.e., R has a pole at ), then we

could look at H(z)/Q(z). Consider

H( +

1

z

)

Q( +

1

z

)

,

which has a pole at . So the same argument as the last paragraph implies

H( +

1

z

)

Q( +

1

z

)

= G

(z) +

J(z)

Q(z)

.

Then

H(z)

Q(z)

= G

_

1

z

_

+

J(

1

z

)

Q(

1

z

)

has neither pole nor zero at . Call G

number of operations,

R(z) G(z)

j

G

j

_

1

z

j

_

,

Complex Functions 19

such that

j

C are the roots of Q in C, and thus has no poles in

C, so it is

constant.

So not only did we prove the theorem, but we obtained an algorithm for

nding the partial fractions decomposition. We have

R(z) = c +G(z) +

j

G

j

_

1

z

j

_

,

where c C is a constant.

2.6 Power Series

A power series is a series of the form

j0

a

j

(z z

0

)

j

,

where z

0

is called the center. By translation, it suces to assume that z

0

= 0.

2.21 Example. The fundamental example of a power series is the geometric

series

a

j0

(bz)

j

.

This series converges to

a

1 bz

for [bz[ < 1 and diverges for [bz[ 1. Clearly it diverges for [bz[ > 1 since

bz ,0. To see that it converges for [bz[ < 1, look at

(1 bz)(1 +bz + (bz)

2

+ + (bz)

n1

) = 1 (bz)

n

.

This implies

n1

j=0

(bz)

j

=

1 (bz)

n

1 bz

, bz ,= 1.

Letting both sides approach innity yields

n1

j=0

(bz)

j

=

1 (bz)

n

1 bz

1

1 bz

.

20 Power Series

2.22 Theorem. Let

j0

a

j

z

j

be a power series.

(a) There is a radius of convergence R, with 0 R , such that the series

converges absolutely for [z[ < R and the series diverges for [z[ > R.

(b) For 0 < R, the series converges uniformly on [z[ . Said dierently,

for every > 0 there exists a positive integer N such that

sup

|z|

jN

a

j

z

j

< .

(c) The function

f(z) =

j0

a

j

z

j

is analytic on [z[ < R and

f

(z) =

j0

ja

j

z

j1

with the same radius of convergence R as the power series expansion of f.

(d) The radius of convergence is dened by

1

R

= limsup

n

[a

n

[

1/n

,

where we use the convention that 1/= 0 and 1/0 = .

Proof. The proofs of (a) and (b) follow from [Con73, p. 31]. Let R be dened as

in (d). If [z[ < R there is an r with [z[ < r < R. Thus there exists an integer N

such that

n

_

[a

n

[ < r

1

for all n N (since r

1

> R

1

). But then [a

n

[ < r

n

and so [a

n

z

n

[ < [z[

n

r

n

for all n N. This says that the tail end

nN

a

n

z

n

is dominated by the series

n0

[z[

n

r

n

, and since [z[/r < 1, the power series

converges absolutely for each [z[ < R.

Now suppose r < R and choose such that r < < R. As above, let N be

such that [a

n

[ <

n

for all n N. Then if [z[ r, we have [a

n

z

n

[ r

n

n

and

r/ < 1. Hence the Weierstrass M-test gives that the power series converges

uniformly on z : [z[ r.

It remains to show that the series diverges for [z[ > R. Let [z[ > R and

choose r with [z[ > r > R. Hence r

1

< R

1

. By the denition of limsup,

this gives innitely many integers n with r

1

<

n

_

[a

n

[. It follows that [a

n

z

n

[ >

Complex Functions 21

[z[

n

r

n

and, since [z[/r > 1, these terms become unbounded. Hence the series

diverges.

Last we need to show that one can dierentiate a power series term-by-

term [Rud87, p. 199]. Indeed, if the original series converges in D(0, R), then

the root test shows that the series of derivatives converges there, also. Denote

the sum of the series of derivatives by g(z) and x w D(0, R). Choose so

that [w[ < < R. If z ,= w, we have

f(z) f(w)

z w

g(w) =

n1

a

n

_

z

n

w

n

z w

nw

n1

_

.

The expression in parentheses is 0 if n = 1, and it is

(z w)

n1

k=1

kw

k1

z

nk1

(2.1)

if n 2. If [z[ < , the absolute value of the sum in (2.1) is less than

n(n 1)

2

n2

,

so

f(z) f(w)

z w

g(w)

[z w[

n2

n

2

[a

n

[

n2

. (2.2)

Since < R, the last series converges. Hence the left side of (2.2) tends to 0 as

z w. This says that f

As a consequence of this theorem (that sometimes people miss), if

j0

a

j

z

j

converges at a point w, then it converges absolutely on [z[ < [w[.

2.23 Example. Can you nd the power series expansion of a function? Suppose

f(z) =

2z

3+z

. We will use the geometric series. Indeed,

2z

3 +z

= 2z

1

3(1

z

3

)

=

2z

3

j0

_

z

3

_

j

.

Another example,

1

(1 z)

2

=

j0

jz

j1

by dierentiation the geometric series term-by-term. So we can get the power

22 Power Series

series expansion of any rational function by using partial fractions (and some

combination of algebraic manipulation and dierentiation/integration) and the

geometric series.

2.24 Example. From [SL99, p. 11]. We discuss the convergence of the series

n1

z

n1

(1 z

n

)(1 z

n+1

)

.

Let

U

n

=

z

n

(1 z

n

)(1 z

n+1

)

and let D(z) = (1 z

n

)(1 z

n+1

). Then

U

n

=

z

n

(1 z)

D(z)(1 z)

=

1

1 z

_

z

n

z

n+1

D(z)

_

=

1

1 z

_

(z

n

1) + (1 z

n+1

)

(1 z

n

)(1 z

n+1

)

_

=

1

1 z

_

1

1 z

n+1

+

1

1 z

n

_

,

where the last step is found using partial fractions. We get a telescoping sum,

whence

n

k=1

U

k

=

1

1 z

_

1

1 z

1

1 z

n+1

_

and therefore

S

n

(z) =

n

k=1

z

k1

(1 z

k

)(1 z

k+1

)

=

1

z(1 z)

_

1

1 z

1

1 z

n+1

_

.

If [z[ < 1, then

1

1 z

n+1

1, n ,

and therefore

S

n

(z)

1

(1 z)

2

, n .

If [z[ > 1, then

1

1 z

n+1

0, n ,

so

S

n

(z)

1

z(1 z)

2

.

Complex Functions 23

Now consider this series on the compact set [z[ K < 1. A little algebra

combined with the calculations above show

S

n

(z)

1

(1 z)

2

1

z(1 z)

z

n+1

1 z

n+1

.

But [1 z

n+1

[ 1 [z[

n+1

1 K

n+1

, so we get the estimate

S

n

(z)

1

(1 z)

2

1

1 K

K

n

1 K

n+1

for all z in the region [z[ K < 1. Now K

n

0 so the convergence is uniform

in the given region.

If [z[ M > 1, then

S

n

(z)

1

z(1 z)

2

1

z(1 z)

1

1 z

n+1

1

M(M 1)

1

M

n+1

1

and M

n+1

, so the convergence is uniform in the region [z[ M > 1.

What happens on the boundary of the disk of convergence? Anything, more

or less. For example, the series

n0

nz

n

diverges on [z[ = 1, but

n0

z

n

n

2

converges on [z[ = 1. What about

n0

z

n

? It converges on [z[ = 1, except at

z = 1. (This series is the source of the Abel summability theory.)

There is a method for dealing with things like

n0

z

n

due to Abel. The

starting point is partial summation; i.e., summation by parts (equivalent to

integration by parts).

2.25 Abels Theorem. If A

n

= a

0

+ +a

n

and B

n

= b

0

+ +b

n

, then

n

j=0

a

j

b

j

= a

n

B

n

j=0

(a

j+1

a

j

)B

j

.

This has an application to power series.

2.26 Abels Theorem. Suppose

n0

a

n

converges. Then

lim

z1

n0

a

n

z

n

=

n0

a

n

.

Proof. We follow [Ahl79, p. 41]. We may assume

j0

a

j

= 0, for this can be

obtained by adding a constant to a

0

. We write s

n

= a

0

+a

1

+ +a

n

and make

24 The Exponential Function

use of summation by parts. Indeed,

s

n

(z) = a

0

+a

1

z + +a

n

z

n

= s

0

+ (s

1

s

0

)z + + (s

n

s

n1

)z

n

= s

0

(1 z) +s

1

(z z

2

) + +s

n1

(z

n1

z

n

) +s

n

z

n

= (1 z)(s

0

+s

1

z + +s

n1

z

n1

) +s

n

z

n

.

But s

n

z

n

0, so we obtain the representation

f(z) = (1 z)

n0

s

n

z

n

.

We are assuming that [1 z[ K(1 [z[), say, and that s

n

0. Chose N

so large that [s

n

[ < for n N. The remainder of the series

n0

s

n

z

n

, from

n = N on, is then dominated by the geometric series

nN

[z[

n

=

[z[

N

1 [z[

<

1 [z[

.

It follows that

[f(z)[ [1 z[

m1

k=0

s

k

z

k

+K.

The rst term on the right can be made arbitrarily small by choosing z su-

ciently close to 1, and we conclude that f(z) 0 when z 1 subjected to the

stated restriction.

2.7 The Exponential Function

We dene

exp(z) = e

z

=

n0

z

n

n!

.

Observe that limsup

n

n! = , so e

x

is an analytic function on all of C. Then

d

dz

e

z

=

n0

nz

n1

n!

=

n1

z

n1

(n 1)!

= e

z

.

Complex Functions 25

The dierential equation implies

d

dz

(e

z

e

cz

) = 0,

for any constant c.

2.27 Lemma. If f is an analytic function such that f

0, then f is constant.

Proof. Use the same fact for real variable functions on real and imaginary parts

in real and imaginary directions. So for the sake of completeness, we include

the real variable proof here, from [Lan97, p. 72]. Consider f such that f is

continuous on [a, b] and dierentiable on (a, b). Then by the mean value theorem,

for any x (a, b) there exists c (a, x) such that

f(x) f(a) = f

(c)(x a) = 0.

Hence f(x) = f(a), and f is constant.

Hence e

z

e

cz

is constant by the lemma, and, in fact e

z

e

cz

= e

c

, which is

obtained from e

z

= 1 by substituting in the power series. The conclusion is

that e

a+b

= e

a

e

b

; i.e., exp: C C

this result with the observation that e

z

= e

z

(because coecients in the power

series expansion are real), we get [e

iy

[

2

= e

iy

e

iy

= 1.

If we dene

cos z =

n0

(1)

n

z

2n

(2n)!

, sin z =

n0

(1)

n

z

2n+1

(2n + 1)!

,

we discover these also have radius of convergence , so they are analytic on all

of C. Algebra allows us to compute

e

x+iy

= e

x

cos y +ie

x

sin y = e

x

(cos y +i sin y),

and

cos z =

e

iz

+e

iz

2

, sin z =

e

iz

e

iz

2i

.

We can show that e

z

is periodic. Indeed, if there exists c such that e

c

= 1,

then e

z+c

= e

z

e

c

= e

z

, and inductively e

z+kc

= e

z

for all k Z. Since e

x+iy

=

e

x

e

iy

and [e

iy

[ = 1 we have [e

x+iy

[ = [e

x

[ = e

x

= 1 if and only if x = 0, so it

26 The Exponential Function

suces to assume c is imaginary to nd c such that e

c

= 1. So we need

1 = e

iy

= cos y +i sin y,

so we need sin y = 0 and cos y = 1. There is a detailed proof of the existence

of a such a y in [Ahl79]. It uses only cos

2

y + sin

2

y, the intermediate value

theorem, and the mean value theorem. The conclusion is there is such a y. We

call this smallest such value 2 and have proved as result the following.

2.28 Theorem. The exponential function is 2i-periodic (and has no smaller

period), and both cosine and sine are 2-periodic.

Figure 2.2: Writing e

z

= e

x

(cos y + i sin y) and using the properties of exp on R

and that |e

iy

| = 1, horizontal lines i in C get mapped to rays emanating from the

origin with argument in C. Vertical lines c + iy get wrapped around a circle. In

other words, the exponential map converts the rectangular grid to a polar grid.

Observe that [e

x+iy

[ = e

x

and arg(e

x+iy

) = y mod 2Z.

Next well talk about the logarithm. The logarithm in C is a multiple valued

function. Write w = e

z

= e

x+iy

. We say z is a logarithm of w and z = x +iy

where x is determined from [w[ = e

x

, so x = log [w[ (the real logarithm), and

y is arg(w). Hence log w = log [w[ + i arg(w), with the convention that log z is

the single-valued real logarithm if z is real and log z is the multi-valued complex

logarithm if z is complex. The reason we use this convention stems from the

fact that we can use exp and log to dene w

z

= exp(z log w). Observe that the

multi-valued part of this function occurs since arg(w) is a set that is really

only well-dened modulo 2Z.

So we can write any complex number in polar form as re

i

. Writing a com-

Complex Functions 27

plex number in this form reinforces the fact that multiplying complex numbers

results in rotation by their arguments; i.e., r

1

e

i1

r

2

e

i2

= r

1

r

2

e

i(1+2)

.

Another important example of a power series that denes an analytic func-

tion is the following.

2.29 Theorem. Let (X, ) be a probability space and let : X C be inte-

grable. Then

_

X

d(x)

(x) z

is analytic on C Int((X)).

2.30 Example. Take a rectiable curve in C and call it X, with measure equal

to the normalized length measure. Let be the inclusion map X C. Then

f(z) =

_

X

d(x)

x z

denes an analytic function C X.

This is a prototypical example of a singular integral, and studying when

x z is an example of singular operators, which is an important subject in

harmonic analysis.

Proof. Let a C Int((X)). Write

1

(x) z

=

1

(x) a (z a)

=

1

(x)

n0

_

z a

(x) a

_

n

,

which converges since it is dominated by a geometric series which converges on

the disk [z a[ < dist(a, (x)). Then

_

X

d(x)

(x) z

=

_

X

n0

(z a)

n

((x) a)

n+1

d.

The convergence is uniform on X if [z a[ r < dist(a, (X)). So on a such a

disk,

n0

__

X

d(x)

((x) a)

n+1

_

(z a)

n

,

which is a power series.

CHAPTER 3

Stu we will need later. . .

3.1 Connectedness

The reader is expected to be familiar with open and closed sets, completeness,

and compactness as well as its equivalent characterizations. We focus primarily

on the relative topology and connectedness.

Let X be a topological space and Y X. Recall (or dene) the relative

topology on Y by U Y is open if U = V Y for some open set V in X.

Beware! If Y has its own intrinsic topology, the intrinsic topology and the

relative topology induced from X may not coincide.

3.1 Example. Consider the interval [a, b] as a subset of R

2

. This set is closed

with its intrinsic topology. However, this interval is open in the relative topology

since it is the subset of some open disk in the plane.

We are now ready to dene connectedness. Let X be a topological space.

We dene a separation of X to be a pair of nonempty open sets such that

X = A B and A B = . The space X is said to be connected if there is

no separation of X.

This particular denition may seem a bit cumbersome. Usually the way this

is used is in one of the following forms.

If A X is both open and closed, then A = X or A = . This statement

29

30 Connectedness

implies that X is connected. Indeed, if A is open and B is open, then A

is also closed since A = X B.

If we know X is connected and we have a nonempty subset A and A has

some property, we show A = X by showing A is both open and closed.

3.2 Example. On the real line R, any interval [a, b], (a, b], (a, b), [a, b) are

examples of connected sets, where a < b. Indeed, suppose [a, b] = A B where

A and B are nonempty, disjoint, closed and open subsets of [a, b]. Let c = sup A.

If c [a, b), then c A because A is closed. But A is open, so (c , c + )

is a neighborhood of c that is contained in A. So c + A, which contradicts

c = sup A. Hence sup A = b and b A. The same argument shows b B, hence

b A B and [a, b] is connected. The proof that (a, b] is connected follows

exactly as above, and [a, b) uses the inmum rather than the supremum.

How does one show (a, b) is connected? A possible argument is to start by

dividing the interval in half. At the place where the division is made, we have

sup A = inf B, so no separation exists. This way also works for the intervals

above. So we are looking for the point where A and B meet. That is, a

point x such that every neighborhood of x intersects both A and B. Do this by

subdividing (a, b) into left and right halves. This gives the following possibilities:

either all of A is on one side and all of B on the other (in which case we can stop

and let x be the midpoint), or one side contains points from both A and B. In

this case, keep this half and throw away the other and set x

1

= (a +b)/2. Now

if we cannot stop, repeat at a smaller scale. By induction, either we stopped

from nding our desired x or we built a sequence x

n

that is Cauchy (because

[x

j+1

x

j

[ 2

j

[a b[). This implies

[x

k

x

j

[ [a b[

k

=0

2

[a b[2

j+1

.

This has a limit, call it x. Now any neighborhood of x contains an interval

from the construction, so it contains points of both A and B. Now we have the

desired x and every (deleted) neighborhood contains points of A and of B, so x

is a limit point of both A and B. But A and B are both closed, so x A and

x B. Hence A B is nonempty which says no separation of (a, b) exists.

3.3 Theorem. The connected sets in R are precisely the intervals and the empty

set.

Material for Later 31

Proof. We have shown that the intervals are connected, so it remains to show

if a subset of R is connected then it must be an interval. Let X R be a

connected set. Let a = inf X and b = sup X, with the possibility that either

value could be . If a > b, then X = . If a = b, then X is a point, so it is

the interval [a, a] = [b, b]. Now suppose a < b. If there exists x (a, b) such that

x / X, then [a, x) X = A and (x, b] X = B, which are both open and closed

subsets of X such that A B = and A B = X. Hence X is disconnected,

which is a contradiction. So x X and (a, b) X. Thus X is one of (a, b),

(a, b], [a, b), or [a, b].

3.4 Theorem. Let X be connected and let f : X Y be a continuous map.

Then f(X) is connected.

Proof. The preimage of a separation of f(X) is a separation of X.

As a corollary, we have the intermediate value theorem.

3.5 Theorem. A subset X of R

2

or C is open and connected if and only if any

two points in X can be joined by a polygonal path. In fact, such a path can be

chosen to have all edges parallel to the axes.

Proof. (=) Let a X. The set of all points connected to a by a polygonal

path is open, because if there exists a polygon from a to b X and D is a

disk containing b and D is contained in X, then there exists a polygonal path

from b to any point in D. This implies D is contained in the set of points

polygonally connected to a. Also, the set of points not polygonally connected

to a is open. This is the same argument. Let A be the set of points connected

to a by a polygonal path and let B be the set of points not connected to a by

a polygonal path. Then A B = X, A B = , and A and B are open. Since

B is connected, B is empty.

(=) Suppose there is a separation of X, namely (A, B). Take a point a A

and b B. The proof is left to the reader, but it appeals to the fact that the

continuous image of a connected set is connected.

We can dene connectedness in a more local form. If A is a set, a connected

component is a maximal connected subset under inclusion.

3.6 Theorem. Any set can be decomposed into disjoint connected components.

32 Connectedness

Proof. Let A be a set. If A = , then there is nothing to show. If A is nonempty,

take a A and let ( = B a : B connected, B A. Then a (, so ( is

nonempty. Let

C

a

=

_

BC

B.

We wish to show that C

a

is connected, so suppose to the contrary that C

a

is

not connected. Let (D, E) be a separation of C

a

. Without loss of generality,

take a D. Then there exists e E, since E is nonempty, so e B for some

B C

a

. In particular, the pair (DB, EB) forms a separation of B, which is

a contradiction with the connectivity of B. Hence C

a

is connected. This implies

any a A is contained in some component of A.

Moreover, if we are given two components, say C

1

and C

2

, of A such that

C

1

C

2

is nonempty, take a C

1

C

2

. Then C

a

C

1

since a C

1

and C

1

is

connected. But C

a

is maximal by denition, so C

1

C

a

. Hence C

1

= C

a

. A

similar argument shows C

2

= C

a

, so C

1

= C

2

. Hence any two components are

either disjoint or equal.

3.7 Theorem. The components of an open set in C are open.

Proof. Let A be an open set of C. If C is a component of A and a C, then

there exists an open disk around a in A. This disk is connected and contains a,

so the disk must lie in C. Hence C is open.

The only property of C that we used is that C is locally connected. So

the theorem can be generalized where C is replaced with any locally connected

topological space X.

Another consequence of our work on connectedness is the following.

3.8 Theorem. If f is analytic on a connected set A and f

0, then f is

constant.

To say that f is analytic on a set A, then we mean f is analytic on some

open U C that contains A.

Proof. Since f is analytic on an open connected set containing A and f

0, we

can connect points using polygonal paths with sides parallel to the coordinate

axes and use the real integrals of u

x

, v

x

, u

y

and v

y

, which are all zero.

Material for Later 33

3.2 Arc and Curves

3.9 Denition. An arc in C is a continuous map : [0, 1] C.

3.10 Remark. It is important to note that some of the literature refers to an

arc as the image of [0, 1] in C under , but others refer to an arc as the map

itself.

3.11 Denition. A Jordan arc is an arc such that is injective.

3.12 Denition. A closed curve is an arc with (0) = (1).

3.13 Denition. An arc is a dierentiable arc if

It is regular if also

,= 0.

The corresponding denitions of Jordan curves, dierentiable curves, and

regular curves are all obvious.

One can reparameterize an arc by taking any continuous bijection of [0, 1]

with itself and looking at . If we have a regular arc, then the reparameterized

arc is regular if and only if is dierentiable with continuous and nonzero

derivative.

3.14 Denition. A piecewise dierentiable arc is one where

exists and is

continuous except at a nite number of points where the left and right derivatives

exist and are not zero.

If is the arc denoted by (t) for t [0, 1], then is the arc traversed

backwards, namely = (1 t). Any arc of the form [z a[ = r is always

given the parameterization a + re

i

: [0, 2) C. That is, we traverse any

circle in the counterclockwise direction.

CHAPTER 4

Conformal Mappings

4.1 Linear Fractional Transformations

Let

1

and

2

be regular curves intersecting at some point z =

1

(t

1

) =

2

(t

2

).

Then the angle between

1

and

2

at z is dened to be the angle between their

tangent lines. By convention, it is measured from

1

to

2

. This is easy to

calculate. The tangent line to

1

(t

1

) at z is given by

1

(t

1

), and similarly for

2

(t

2

), so the angle is given by

= arg

_

2

(t

2

)

[

2

(t

2

)[

_

1

(t

1

)

[

1

(t

1

)[

_

1

_

.

4.1 Denition. A map f : C C is conformal if it preserves angles between

regular curves.

Suppose now that we have an analytic function f : C C and look at the

angle between (regular) curves f

1

and f

2

at f(z). Using the chain rule,

we have

angle = arg

_

(f

2

)(t

2

)

2

(t

2

)

[(f

2

)(t

2

)

2

(t

2

)[

[(f

1

)(t

1

)

1

(t

1

)[

(f

1

)(t

1

)

1

(t

1

)

_

= arg

_

2

(t

2

)

[

2

(t

2

)[

[

1

(t

1

)[

1

(t

1

)

_

,

35

36 Linear Fractional Transformations

provided f

4.2 Theorem. If f is an analytic, injective function and f

,= 0, then f is

conformal.

A converse of this theorem is valid provided the rst order real and imaginary

parts of the f have continuous derivatives in their real and imaginary directions.

That is, if f = u(x, y) + iv(x, y) is conformal and such that u

x

, v

x

, u

y

and v

y

are all continuous, then the Cauchy-Riemann equations are satised, so f is

analytic.

The most basic examples of conformal mappings are the following

f(z) = az for some a C. One often thinks of this as the composition

of f(z) = kz, for some k > 0, which is a dilation or homothety, and

f(z) = e

i

z, which is rotation.

Translation by b C is a conformal map. That is, f(z) = z + b is

conformal.

The inversion map f(z) = 1/z is conformal. One should think of f on

C.

It is obvious that the map is conformal at all nonzero z. (The conformality

at z = 0 is satised almost by denition because we dened the behavior

of functions at in the Riemann sphere by using inversion.)

Compositions of these basic conformal maps are also conformal on all of

C.

Conjugation is not a conformal map.

4.3 Lemma. Compositions of the examples above have the form

f(z) =

az +b

cz +d

,

for some a, b, c, d C.

Since this map is unchanged by taking a a, b b, c c, and d d,

we may normalize the coecients. The usual normalization is adbc = 1. This

also eliminates the trivial cases, such as z d, etc. The condition ad bc ,= 0

actually eliminates all the trivial cases.

Proof. All of the basic maps (dilation, translation, inversion) are of this form,

and we may prove that this collection of maps forms a group, called the Mobius

Conformal Mappings 37

group. Let

f(z) =

az +b

cz +d

, g(z) =

a

z +b

z +d

.

Then

(f g)(z) =

a(

a

z+b

z+d

) +b

c(

a

z+b

z+d

) +d

=

(aa

+bc

)z + (ab

+bd

)

(ca

+c

d)z + (cb

+d

d)

.

Observe

(f g)(z) =

a

z +b

z +d

,

where

_

a

_

=

_

a b

c d

__

a

_

.

Since ad bc = a

= d

= 1 and b

= c

= 0, i.e.,

the identity matrix, corresponds to f(z) = z. We conclude that our maps form

a group and, in fact, that

az +b

cz +d

_

a b

c d

_

is a group isomorphic with SL

2

(C).

So we have shown more than what the lemma told us. We have shown

additionally that we have a group, and not just a monoid (a group without

inversion). We note that SL

2

(C) is the set of analytic isomorphisms of

C. It

can be shown that the analytic isomorphisms of R are isomorphic to SL

2

(R),

and these, in turn, the analytic automorphisms of the upper half-plane H are

isomorphic to SL

2

(R).

Additionally, we can write the maps using matrices directly. Think of z C

as a point (z

1

, z

2

) with homogenous coordinates so z

1

/z

2

= z. (Notice the

correlation to the complex projective line P

1

(C).) Then

f(z) =

_

a b

c d

__

z

1

z

2

_

.

Thus we have a group of maps generated by our basic examples (dilations,

translations, and inversion), which is a subgroup of SL

2

(C) = M, where M is

the Mobius group.

38 Features of M obius Transformations

4.4 Theorem. The Mobius group is generated by the translations, dilations,

and inversion. In fact, any f M may be written as a composition

f(z) =

1

2

,

where

1

and

2

are translations, is inversion, and is dilation.

Proof. We have

az +b

cz +d

=

a

c

(cz +d)

da

c

+b

c(z +

d

c

)

=

a

c

ad bc

c

2

(z +

d

c

)

=

a

c

1

c

2

(z +

d

c

)

.

So translate by z z +

d

c

, invert by z

1

z

, multiply by

1

c

2

, then translate by

z z +

a

c

. These maps our the desired

2

, , , and

1

, respectively.

These maps correspond to movements of the Riemann sphere. Indeed, trans-

lation of the north pole at xed height (i.e., parallel to the C-plane) gives trans-

lations, raising the sphere up gives dilations, and rotations of the sphere around

the axis perpendicular to C gives rotations. Finally, rotation through an angle

around an axis parallel to C gives 1/z.

4.5 Example. We show that given any element z = x + iy in the upper half-

plane H, there is a matrix (

a b

c d

) in SL

2

(R) such that f(z) =

az+b

cz+d

maps i to z.

Indeed, following [SL99, p. 124], it suces to show such (

a b

c d

) exists in GL

+

2

(R),

as we can nd R such that (

a b

c d

) SL

2

(R). Note that a matrix of the

form (

1 b

0 1

) corresponds to a translation by b. So we may translate z to a point

on the imaginary axis, say ri with r > 0. Then the matrix (

1 0

0 r

) maps ri to

i and dene the desired linear fractional transformation by (

1 0

0 r

)(

1 b

0 1

) = (

1 b

0 r

).

Moreover, given any z

1

and z

2

in C, there exists a matrix (

a b

c d

) in SL

2

(R) such

that f(z) =

az+b

cz+d

takes z

1

to z

2

. Namely, use the matrix taking z

1

to i, then

follow that by the matrix taking i to z

2

.

4.2 Features of Mobius Transformations

4.6 Theorem. Linear fractional transformations map the set of circles and

lines to the set of circles and lines.

Proof. The basic maps already have this property. However, one must prove

this for the inversion map, which is left as an exercise.

Conformal Mappings 39

4.7 Theorem. Given any three distinct points z

1

, z

2

, and z

3

, there exists

a linear fractional transformation T such that T(z

1

) = 1, T(z

2

) = 0, and

T(z

3

) = .

Proof. Send

z

z z

2

z z

3

z

1

z

3

z

1

z

2

.

This can then be written in the usual form (

a b

c d

).

4.8 Theorem. Any linear fractional transformation is determined by the im-

ages of three distinct points.

Proof. Without loss of generality (using the previous theorem), we know T(z

1

) =

1, T(z

2

) = 0, and T(z

3

) = , and we know a linear fractional transformation

that has this property, call it g. Then g T

1

xes 0, 1, and , and is a linear

fractional transformation. So

(g T

1

)(z) =

az +b

cz +d

.

Then (g T

1

)(0) = 0 implies b = 0, (g T

1

)() = implies c = 0, and

(g T

1

)(1) = 1 implies a/d = 1. Hence g T

1

= id.

4.9 Denition. Let z

1

, z

2

, z

3

C. Then

(z, z

1

, z

2

, z

3

) =

z z

2

z z

3

z

1

z

3

z

1

z

2

= f(z),

where f takes z

1

, z

2

, z

3

to 1, 0, . This is called the cross ratio of (z, z

1

, z

2

, z

3

).

4.10 Theorem. The cross ratio is invariant under linear fractional transfor-

mations.

Proof. Let g be an linear fractional transformation. Look at (g(z)g(z

1

), g(z

2

), g(z

3

)).

Since f g

1

maps g(z

1

) 1, g(z

2

) 0 and g(z

3

) , we have

(g(z), g(z

1

), g(z

2

), g(z

3

)) = (f g

1

)(g(z)) = f(z),

as required.

4.11 Theorem. A cross ratio is real if and only if the points lie on a circle or

line.

40 Reflection in a Circle

Proof. Take four points and assume their cross ratio is real. A linear fraction

transformation maps the last three points to 1, 0, and . The cross ratio is still

real and is not equal to the rst point, so the points are all in R. An inverse

linear fractional transformation takes R to a line or circle.

4.12 Example. What if we want to send three points to points dierent from

1, 0, and ? In particular, what is the linear fractional transformation sending

0, 1, and 2 to i, 1, and 1? It is [SL99, p. 141]

f(z) =

(1 + 3i)z 4i

(i + 3)z 4

.

4.3 Reection in a Circle

We know how to reect in R, z z, so we can dene reection in a circle.

Indeed, given a circle, a linear fractional transformation takes the circle to R,

then apply z z, and apply another linear fractional transformation to take R

back to the circle.

Consider the circle of radius R centered at a C; i.e., z C : [z a[ = R.

We can compute the reection as follows. Suppose z

1

, z

2

, and z

3

are points

on the circle. Then (z, z

1

, z

2

, z

3

) is the image of z under a linear fractional

transformation taking the circle to R. So (z, z

1

, z

2

, z

3

) is a reection in R. If we

could nd w such that (w, z

1

, z

2

, z

3

) = (z, z

1

, z

2

, z

3

), then w is the reection of

z in the circle. Then

(z, z

1

, z

2

, z

3

) = (z a, z

1

a, z

2

a, z

3

a)

=

_

z a,

R

2

z

1

a

,

R

2

z

2

a

,

R

2

z

3

a

_

=

_

R

2

z a

, z

1

a, z

2

a, z

3

a

_

=

_

R

2

z a

+a, z

1

, z

2

, z

3

_

.

So the reection is

z

R

2

z a

+a.

Conformal Mappings 41

4.4 Dynamics

We can identify two special types from our basic maps, namely z z + b and

z az, for a, b C. The reason these are special is that under each

map, and z az also xes zero. Additionally, these statements are if and only

if. It turns out every linear fractional transformation looks like these in an

appropriate coordinate system. Indeed, a xed point of

f(z) =

az +b

cz +d

occurs at

z =

az +b

cz +d

,

that is when cz

2

+ (d a)z b = 0. This gives two solutions or one solution

with multiplicity two.

In the two solution case, let and be the xed points of f. If we take

a linear fractional transformation g which sends 0 and , then

g

1

f g is a linear fractional transformation which xes 0 and . Therefore,

it is a dilation and rotation; i.e., z z for some C. If we look at the

polar grid, it behaves nicely under z z. Notice grid circles go to grid circles,

and rays go to rays. In the (very) special case where is real and positive, rays

are preserved and grid circles are expanded or contracted. If [[ = 1, then rays

are rotated and circles are preserved. So, z z is a composition of the latter

two cases. If we push this grid forward via g, then g(grid rays) gives a family

Figure 4.1: The polar grid in C.

of circles through the xed points and , and g(grid circles) gives a family of

42 Dynamics

circles separating and which is orthogonal to g(rays).

Figure 4.2: The push-forward of the polar grid under g. This type of set-up is

called hyperbolic dynamics. If > 0 then is attracting and is repelling, and if

< 1 then is attracting and is repelling. The case where || = 1 is called the

elliptic case. In either case, we call the diagram the Steiner circle.

If we have only one xed point (with multiplicity 2), then we can do (approxi-

mately) the same thing, mapping the xed point to and using the appropriate

dilation to get g

1

f g is z z + for some C. There is a natural grid,

shown in Figure 4.3. The push-forward of the grid under g gives parabolic

Figure 4.3: The grid with lines parallel and perpendicular to the vector .

behavior.

Conformal Mappings 43

Figure 4.4: When z z + , we get a parabolic scenario.

4.5 Conformal Mappings of a Simply Connected

Domain

4.13 Denition. A domain is a connected open set.

4.14 Denition. A domain in C is simply connected if its complement (in

C)

has at most one component.

There are two pictures to keep in mind. Something homeomorphic to a disk

is simply connected, but something with a hole in it is not; i.e., an annulus.

We will see much better denitions of simple connectedness when we talk about

integration theory.

4.15 Riemann Mapping Theorem. If

C is a simply connected domain

and

C contains at least two points, then there exists an analytic bijection

f : D. If we specify a point z , we can require that f(z) = 0. If we

specify that f(z) = 0 and f

We will prove this much later in the course, but the result is useful to see

here so as to make clear the motivation for other topics, such as linear fractional

transformations.

This begs the question: How does one obtain such maps? The answer is:

I dont know! The proof is purely existential and no constructive proof exists.

If you nd a constructive proof, Professor Rogers will get you a postdoc at a

top university.

In certain simple cases, however, it is possible to get these maps.

44 Conformal Mappings of a Simply Connected Domain

4.16 Example. Consider

z

z i

z +i

.

This sends the upper half-plane H to the unit disk D such that i 0.

Figure 4.5: We can map the upper half-plane to the unit disk. So, one can map any

half-plane to the unit disk by using rotations of the Riemann sphere.

4.17 Example. Consider the sector in C with angle

i

with 0 < <

and

0 < r < , we have z

= r

e

i

.

4.18 Example. Let N = z C : Re(z) < 0, Im(z) = 0. Then we can map

CN H via z

map.

From these examples, we can extract the following idea. The power map

opens or closes a positive angle at 0 and . As a consequence, if we are given a

region enclosed by two circles intersecting with angle

obtain a sector by a linear fractional transformation, then rotate to a sector,

then apply z z

4.19 Example. Let = z C : 0 < Im(z) < . Then z e

z

takes to

H. If we consider

z

sends

. Hence z e

z

sends

H. So the

exponential map opens up a zero angle at to positive size. That is, on the

Riemann sphere, we have a strip that maps around the sphere and at the south

pole we have some thickness. However, the strip narrows and becomes a cusp

at .

Conformal Mappings 45

Figure 4.6: A general conformal map.

Another exponential conformal map is the map in which a strip is taken to

C z C : Re(z) < 0, Im(z) = 0. Let = z C : i < Im(z) < i.

Then e

z

is our desired map.

4.20 Example. Consider the region given in Figure 4.7. Then a linear

fractional transformation sends 1 to 0 and 1 to 0. So z

z+1

z1

. This map

takes us to a quadrant. Then squaring it gives a half-plane and rotating gives

us the upper half-plane. Hence

z

_

z + 1

z 1

_

2

: H.

If we move 0 to 1 and to 1 so that 1 and 1 are preserved by the map,

then this is the same as composing with

z

az +b

cz +d

.

So send

z

z + 1

z + 1

.

46 Conformal Mappings of a Simply Connected Domain

Figure 4.7: The map z (

z+1

z1

)

2

takes the H {z D : Im(z) > 0} to H.

So the map is now

z

(z1)

2

(z+1)

2

+ 1

1 (

z1

z+1

)

2

=

(z 1)

2

+ (z + 1)

2

(z + 1)

2

(z 1)

2

=

2z

2

+ 2

4z

=

1

2

_

z +

1

z

_

.

So the map z

1

2

(z +

1

z

) takes the region in Figure 4.7 to H, where both the

points 1 and 1 are preserved.

Observe that this map has reective symmetry in the real axis; i.e., if f(z) =

1

2

(z +

1

z

), then

f(z) =

1

2

_

z +

1

z

_

=

1

2

_

z +

1

z

_

= f(z).

Consequently, the function f maps C D C ([1, 1] R). But what

happens to D? Recall, the map D CD is dened by z

1

z

. The function

f above is unchanged by z

1

z

, so the same map f by z

1

2

(z +

1

z

) sends

D C ([1, 1] R).

4.21 Example. Consider the half-strip z C : 0 < Im(z) < , Re(z) > 0.

Then z e

z

takes the half-strip to the region in Figure 4.7. Then applying

z

1

2

(z +

1

z

) takes the region into C ([1, 1] R). But this composition

[z

1

2

(z +

1

z

)] [z e

z

] = [z cosh z].

Weve seen some useful properties of the map z

1

2

(z +

1

z

). What else can

we do with it? In particular, are there any curves that have a nice form under

this map? Indeed,

x +iy

1

2

_

x +iy +

x iy

x

2

+y

2

_

=

x

2

_

1 +

1

x

2

+y

2

_

+

iy

2

_

1

1

x

2

+y

2

_

.

Conformal Mappings 47

We see immediately that the circle x

2

+ y

2

= R

2

is mapped to an ellipse. In

particular, we have Figure 4.8.

Figure 4.8: The image of concentric circles about the origin under the mapping

z

1

2

(z +

1

z

).

Can we do some of the same things with Mobius maps? Yes! Consider the

(global) conformal map z

zi

z+i

which takes H D. Any line through 0

and must go to a curve through 1 and 1. As a special case, the imaginary

axis goes to [1, 1], and the rst quadrant goes to the lower hemisphere of D.

Also, we can map the sector with angle

hemisphere of D via z z

to the third quadrant, then to all of H.

The following are some more pictorial examples of conformal mappings.

Figure 4.9: Using a linear fractional transformation, we send A 0, B 1 and C

goes to another point on S

1

. The circle through A and B maps to R and the circle

through B and C goes to S

1

.

4.22 Example. Let z

0

be an arbitrary complex number. Then there is a linear

fractional transformation such that z . Indeed, following [SL99, p. 137], let

48 Conformal Mappings of a Simply Connected Domain

Figure 4.10: The image of the right half-plane, including the line Re(z) = 1, onto

the entire complex plane C.

A = (

0 1

1 z0

) GL

2

(C). Then the associated linear fractional transformation

f(z) =

1

z z

0

sends z

0

.

We also include some mappings from additional sources. There is a complex

function viewer available which displays functions as in Figure 4.11. Addition-

ally, we include a table of conformal mappings from [Fis90, pp. 389-394]. In

these tables, let z = x+iy and w = u+iv. The lowercase letters and the cross-

hatched regions in the z-plane map to capital letters and the shaded regions in

the w-plane, respectively.

Conformal Mappings 49

Figure 4.11: We can see what the map z z

2

does to any rectangle about the

origin in C. Picture courtesy of Bombelli [CF].

50 Conformal Mappings of a Simply Connected Domain

Figure 4.12: The mappings z e

z

, z z

z

2

)

from [Fis90, p. 389].

Conformal Mappings 51

Figure 4.13: The mappings z sin z, z log z, and z z

2

from [Fis90, p. 390].

52 Conformal Mappings of a Simply Connected Domain

Figure 4.14: The mappings z

1

z

, z i(

1+z

1z

), and z i

z

2

+2iz+1

z

2

2iz+1

from [Fis90, p. 391].

Conformal Mappings 53

Figure 4.15: The mappings z

az

1az

, z cosh(

z

h

), z

2

(z +

1

z

), z (z +

1

z

),

and z z + e

z

from [Fis90, p. 392].

54 Conformal Mappings of a Simply Connected Domain

Figure 4.16: Some elaborate conformal mappings from [Fis90, p. 393].

Conformal Mappings 55

Figure 4.17: The mappings z 2

z + 1 + log(

z+11

z+1+1

) and z

z

1z

, where

=

1+ab

(1a

2

)(1b

2

)

a+b

and R =

1ab

(1a

2

)(1b

2

)

ba

, from [Fis90, p. 394].

CHAPTER 5

Integration Theory

5.1 Line Integrals

Let f = u +iv be a continuous map [0, 1] C. Then

_

1

0

f(t) dt =

_

1

0

u(t) dt +i

_

1

0

v(t) dt.

If we have a dierentiable curve , parametrized by z : [0, 1] C, z

is contin-

uous, and f : C C is continuous, then we dene

_

f(z) dz =

_

1

0

f(z

(t))z

(t) dt.

If z = x +iy and f = u +iv, then

_

f(z) dz =

_

1

0

(u +iv)(x

+iy

) dt =

_

1

0

(ux

vy

) dt +i

_

1

0

(vx

+uy

) dt,

or as in (possibly more familiar) real variable notation

_

f(z) dz =

_

1

0

(udx v dy) +i

_

1

0

(v dx +udy).

57

58 Line Integrals

We need to verify that the integral of f along does not depend on the choice

of parameterization; i.e., that the integral is well-dened. Suppose we have the

reparameterization : [0, 1] [0, 1] with

continuous and

> 0. Then

_

1

0

f((z )(t))(z )

(t) dt =

_

1

0

f((z )(t))(z

)(t)

(t) dt

=

_

1

0

f(z(s))z

(s) ds

=

_

f(z) dz,

where s = (t).

Now that we have a well-dened line integral, we can look at some of its

properties. For any , C and functions f and g, we have

_

(f +g) dz =

_

f dz +

_

g dz.

The proof of which is done by converting each integral into its real and imaginary

parts and using the denition, so the proof is left to the reader. This shows the

integral is linear. The integral is also monotone. Indeed, if g : [0, 1] C is

continuous, then

_

1

0

g(t) dt

_

1

0

[g(t)[ dt.

Proof. Let e

i

be such that

e

i

_

1

0

g(t) dt =

_

1

0

g(t) dt

.

Then

_

1

0

e

i

g(t) dt =

_

1

0

g(t) dt

_

1

0

e

i

g(t) dt = Re

__

1

0

e

i

g(t) dt

_

=

_

1

0

Re(e

i

g(t)) dt.

Note Re(e

i

g(t)) [e

i

g(t)[, so using the properties of the real integral, we have

_

1

0

Re(e

i

g(t)) dt

_

1

0

[e

i

g(t)[ dt =

_

1

0

[g(t)[ dt

Integration Theory 59

as required.

Further, we can show

f(z) dz

[f(z)[ [dz[ =

_

[f(z(t))[ [z

(t)[ dt,

where [dz[ is the arc length measure and z is some parameterization of .

Proof. We have

_

f(z) dz =

_

1

0

f(z(t))z

(t) dt,

so taking absolute value and using the previous property we have the desired

result.

Lastly,

_

f(z) dz =

_

f(z) dz,

where is with the reverse orientation. That is, if z(t) parametrizes , then

z(1 t) parametrizes and we have

_

f(z) dz =

_

1

0

f(z(1t))z

(1t) dt =

_

1

0

f(z(s))(z

(s)) ds =

_

f(z) dz.

Also, we note there is an obvious extension to any piecewise dierentiable

arc .

We look now for some sort of fundamental theorem for line integrals. Re-

call from calculus Greens theorem, which says that a path-independent integral,

namely

_

p dx +q dy

from (a, b) to (c, d) in R

2

exists if and only if there exists W such that dW =

p dx +q dy. Said dierently, the integral

_

V dr

is path independent if and only if V = W for some W.

60 Line Integrals

5.1 Greens Theorem (Weak version). Let p and q be continuous. The integral

_

p dx +q dy

depends only on the endpoints of if and only if there exists W such that

p =

W

x

, q =

W

y

.

If so, then

_

p dx +q dy = W(z(1)) W(z(0)),

where z : [0, 1] C is a parameterization of .

Proof. If there exists such W, then

_

p dx +q dy =

_

W

x

dx +

W

y

dy

=

_

1

0

_

W

x

dx

dt

+

W

y

dy

dt

_

dt

=

_

dW

= W(z(1)) W(z(0)).

So the integral depends only on the endpoints.

Conversely, suppose

_

p dx +q dy

depends only on the endpoints of . Fix a basepoint z

0

. Dene W(z) by

W(z) =

_

p dx +q dy

for with starting point z

0

and endpoint z. Then

W(z +h) W(z) =

_

1

p dx +q dy

_

2

p dx +q dy.

Choose

1

and

2

such that

2

is

1

followed by a line segment from z to z +h.

Integration Theory 61

Then

W(z +h) W(z)

h

=

1

h

_

line segment

p dx +q dy

=

1

h

_

1

0

(p Re(h) +q Im(h)) dt.

We only want W

x

, which corresponds to h real, and W

y

, which corresponds to

h imaginary, so

W

x

=

W

x

= lim

h0

1

h

_

1

0

p(ht)hdt = p.

Similarly, W

y

= q.

What does this have to do with complex functions? Well since

_

f(z) dz =

_

our reasoning says the following.

5.2 Theorem. Let be a curve in a region . The integral

_

f(z) dz

is path-independent if and only if there exists an analytic function F with F

x

=

u + iv = f and F

y

= i(u + iv) = if; i.e., there exists a function F analytic in

such that F

= f.

Proof. Directly apply the previous theorem to get the existence of F with con-

tinuous partial derivatives F

x

= f and F

y

= if. To get F analytic, it suces

that the Cauchy-Riemann equations hold. This is clear because

x

Re(F) = Re(f) = u and

y

Im(F) = Im(if) = u

and

x

Im(F) = Im(f) = v and

x

Re(F) = Re(if) = v.

So the Cauchy-Riemann equations hold.

5.3 Corollary. The integral of a polynomial in C[z] along a path is path-

independent. In particular, the integal of a polynomial in C[z] along a closed

62 Line Integrals

curve is zero.

5.4 Corollary. The function f(z) = 1/z has no antiderivative on an open set

containing zero.

Proof. If it did, then

_

1

z

dz = 0

for any closed curve . So in particular, the integral is zero for a small circle

around zero. But we can parameterize such a circle by z(t) = re

2it

for t [0, 1]

and r small. Then

_

1

z

dz =

_

1

0

1

re

2it

2ire

2it

dt =

_

1

0

2i dt = 2i ,= 0.

Hence no antiderivative exists.

Now for some motivation. Observe that by Greens theorem, if W is C

2

,

then

p

y

=

q

x

=

2

W

xy

.

This gives Greens theorem for a rectangle.

5.5 Greens Theorem (Rectangle Version). Let R be a rectangle in R

2

and

p: R R

2

and q : R R

2

be C

1

functions. If p

y

= q

x

in R, then

_

R

p dx +q dy = 0.

Proof. Lets see a small picture of why this is true. Suppose p

y

= q

x

on a very

small rectangle. Since the rectangle is very small, we have

p(x, y) = p(0) +p

x

(0)x +p

y

(0)y +o()

and

q(x, y) = q(0) +q

x

(0)x +q

y

(0)y +o().

Observe that

_

c dx =

_

c dy = 0,

for any constant c. Also,

_

o() dx +o() dy = o(

2

).

Integration Theory 63

Figure 5.1: This shows geometrically why Greens theorem is true on a rectangle.

Then

_

/2

/2

xdx =

x

2

2

= 0

and

_

/2

/2

y dy =

_

/2

/2

2

dx +

_

/2

/2

2

=

2

.

Similarly

_

y dy = 0 and

_

xdy =

2

.

So

_

p dx +q dy = p

y

(0)(

2

) +q

x

(0)

2

+o(

2

) =

__

R

(q

x

p

y

) dA+o(

2

),

where R is the rectangle.

So what we have done is considered a small rectangle

R with side-lengths .

Using the Taylor expansions of p and q we found

_

e

R

p dx +q dy = o(

2

).

Now for the rectangle R, subdivide it into small rectangles R

j

. Suppose we have

N

2

rectangles. Then

_

R

p dx +q dy

N

2

j=1

_

Rj

p dx +q dy

N

2

o

_

c

2

N

2

_

.

Therefore, since o((

c

N

)

2

) 0 as N , we have the desired result.

64 Line Integrals

The complex variable version of the fundamental theorem of calculus is

Cauchys theorem for a rectangle (or the Cauchy-Goursat theorem).

5.6 Cauchys Theorem (For a Rectangle). Let R be a rectangle in C; that is,

let R = z = x +iy : a x b, c y d. If f is analytic on R, then

_

R

f(z) dz = 0,

where R consists of line segments given by

z(t) :=

_

_

y = c, x = a +t(b a)

x = b, y = c +t(d c)

y = d, x = b +t(a b)

x = a, y = d +t(c d)

for 0 t 1.

Proof (Goursat). Subdivide the rectangle into four subrectangles. Since

_

R

f(z) dz =

4

j=1

_

R1,j

f(z) dz,

there exist subrectangles such that

_

R1,j

1

f(z) dz

1

4

_

R

f(z) dz

.

Inductively subdividing R

n,jn

we see that there exists a sequence R

n,jn

of

rectangles of length scale 2

n

, so

_

Rn,jn

f(z) dz

1

4

n

_

R

f(z) dz

,

and R

n,jn

R

n1,jn1

for all n. In particular

n1

R

n,jn

= z

0

since it is

an intersection of nested compact sets with diameter approaching zero. Take

> 0. At z

0

, use the dierentiability of f to write

f(z) f(z

0

)

z z

0

f

(z

0

)

<

Integration Theory 65

for all [z z

0

[ suciently small. So in particular for large enough n,

[f(z) f(z

0

) f

(z

0

)(z z

0

)[ diam(R

n,jn

) c(2

n

).

for all z R

n,jn

. Thus

_

Rn,jn

_

f(z) f(z

0

) f

(z

0

)(z z

0

)

_

dz

8c

2

(2

n

)

2

.

But

_

Rn,jn

f(z) dz = 0

and

_

Rn,jn

f

(z

0

)(z z

0

) dz = 0

because both integrands have antiderivatives, so

4

n

_

Rn,jn

f(z) dz

8c

2

4

n

4

n

.

Thus

_

R

f(z) dz

8c

2

In fact, we can say more.

5.7 Theorem. Suppose R C is a rectangle, f is analytic on R except at a

nite number of points

1

, . . . ,

n

, and lim

zj

(z

j

)f(z) = 0. Then

_

R

f(z) dz = 0.

Proof. Fix > 0. Subdivide the rectangle so that there is at most one

j

in

each subrectangle, where

j

is the center, and such that [z

j

[[f(z)[ on

the boundary of the rectangle containing

j

. Then

_

R

f(z) dz

k

_

R

k

f(z) dz

,

where k indexes all the subrectangles of R. But the subrectangles not containing

66 Line Integrals

a

j

are zero by the previous theorem, so

_

R

f(z) dz

j=1

_

Rj

f(z) dz

n

c diam(R

j

)

length(R

j

) Cn,

where R

j

is the rectangle containing

j

.

5.8 Cauchys Theorem (For a Disk). If f is analytic on an open disk D and

is a closed curve in D, then

_

f(z) dz = 0.

Proof. Dene F(z) as follows. Let z

0

be the center of the disk. For any other

z in the disk, take a path from z

0

to z in the disk, consisting of one vertical

and one horizontal line segment. Let

F(z) =

_

f(z) dz.

Our function F is well-dened. Indeed, if

1

and

2

are two distinct such paths

from z

0

to z, then

1

followed by

2

is the boundary of a rectangle which is

strictly contained in D. So

_

1

f(z) dz +

_

2

f(z) dz =

_

R

f(z) dz = 0

by the previous theorem. Now we look at F

tives F

x

and F

y

. The partial derivative F

x

can be computed by using the path

that has rst vertical then horizontal segment. Using that

_

f(z) dz =

_

f(z) dx +if(z) dy,

we nd F

x

= f. Similarly, using the other path, F

y

= if. So

Re(F)

x

= Re(f) = Im(if) =

Im(F)

y

and

Im(F)

x

= Im(f) = Re(if) =

Re(F)

y

.

Then the Cauchy-Riemann equations hold and F

Integration Theory 67

of the analytic function F, we have

_

f(z) dz = 0

for all closed curves .

5.9 Cauchys Theorem (General Version For a Disk). Suppose f is analytic

on an open disk D except at a nite collection of points

1

, . . . ,

n

at which

lim

zj

f(z)(z

j

) = 0.

If is a closed curve in D that does not contain any

j

, then

_

f(z) dz = 0.

We can look at more general curves using the same idea as in the proofs

above. For example, consider the curve given by Figure 5.2. If f is an

Figure 5.2: A more general curve to which the ideas of Cauchys theorem may be

applied.

analytic function in the upper half-plane H, then

_

f(z) dz = 0,

for =

+

R

+

+

+

, where

= [R, ] and

+

= [, R] for increasing

x-values,

R

: Re

i

for increasing in [0, ], and

: e

i

for decreasing in

68 Line Integrals

[0, ]. This curve can be used in the evaluation of certain improper integrals.

5.10 Example. Consider

_

1 cos x

x

2

dx,

which can viewed as an improper Riemann integral and thus approximated by

lim

R

lim

0

_

R

1 cos x

x

2

dx +

_

R

1 cos x

x

2

dx.

Observe that the integrand is Re(

1e

iz

z

2

). So we can write the integral

lim

R

0

Re

_

_

1 e

iz

z

2

dz +

_

+

1 e

iz

z

2

dz

_

.

So by Cauchys theorem we have

lim

R

0

Re

_

1 e

iz

z

2

dz

_

R

1 e

iz

z

2

dz

_

.

But

R

1 e

iz

z

2

dz

R

[1 e

iz

[

[z

2

[

[dz[

and

[e

iz

[ = [e

i(x+iy)

[ = e

y

1,

for y > 0 on

R

, and [z

2

[ = R

2

on

R

. Hence

_

R

[1 e

iz

[

[z

2

[

[dz[

_

R

2

R

2

[dz[

2R

R

2

2

R

0, R .

For

1 e

iz

z

2

dz =

_

1 e

iz

z

2

dz,

use Taylor expansion on

e

iz

= 1 +iz +

(iz)

2

2!

+ =

1 e

iz

z

2

=

i

z

+

1

2!

+ .

In fact,

1 e

iz

z

2

+

i

z

1

Integration Theory 69

for suciently small . So

_

1 e

iz

z

2

+

i

z

_

dz

[dz[ = 0, 0,

and

_

i

z

dz =

_

0

i

e

i

ie

i

d = .

Hence

1 cos x

x

2

dx

lim

R

0

1 e

iz

z

2

+

i

z

dz

R

1 e

iz

z

2

dz

lim

R

0

_

+

2

R

_

= 0,

so

_

1 cos x

x

2

dx = .

In practice, however, one leaves out the gory details. Write

_

1 cos x

x

2

dx = lim

R

0

_

R

by Cauchy. Then

lim

0

_

= and lim

R

_

R

= 0,

which yields our result.

5.11 Example. Suppose f is an analytic function on the closed disk [za[ R.

Consider the integral

_

|za|=R

f(z)

z a

dz.

The integrand is not analytic in the disk since a is a singularity. However, in

the annulus 0 < [z a[ R, f is analytic. But Cauchys theorem is not valid

in an annular region. However, if we add a tube, as in Figure 5.3, we can apply

Cauchys theorem.

Let =

R

+

+

+

R

: [z a[ = R

with a small piece of size removed and

removed, and

and

+

are the sides of the tube. (Here, is the width of

70 Line Integrals

Figure 5.3: This keyhole region allows us to apply Cauchys theorem in an annular

region.

the tube.) Then

_

R

+

_

+

_

+

+

_

=

_

= 0.

Further, as 0 we have

_

+

+

_

0.

So

_

|za|=R

f(z)

z a

dz =

_

|za|=

f(z)

z a

,

for all 0 R. For small ,

[f(z) f(a)[ sup

|za|

[f

(z)[,

so

_

|za|=

f(z) f(a)

z a

dz sup

|za|

[f

(z)[

_

|za|=

1

[z a[

[dz[

2 sup

|za|

[f

(z)[ 0

Integration Theory 71

as 0. So

lim

0

_

|za|=

f(z)

z a

dz = lim

0

_

|za|=

f(a)

z a

dz

= lim

0

f(a)

_

2

0

1

e

i

ie

i

d

= 2if(a).

This yields the following theorem.

5.12 Cauchys Integral Formula (Disk Version). For a function f analytic

in a disk [z a[ R, we have

f(a) =

1

2i

_

|za|=R

f(z)

z a

dz.

Heuristically, all we used was that the curve wrapped around a once. We

would expect that

1

2i

_

f(z)

z a

dz = f(a)

whenever wraps around a exactly once. In [Ahl79], things initially look a

little backwards. First, they give the following denition.

5.13 Denition. For a piecewise dierentiable closed curve and a C a

point not on , let

n(, a) =

_

1

z a

dz.

This is called the winding number of around a.

The reason this quantity is called the winding number is because it counts

the angle increase in around a. An important way to thing of it is

_

dz

z a

=

_

d(log(z a)) =

_

The rst term in the summand does not contribute anything since we are inte-

grating along a closed curve. However, the argument function is multi-valued,

so the integral is the total change in the angle.

5.14 Lemma. The quantity n(, a) is a multiple of 2i.

72 Line Integrals

Proof. Indeed, let z(t) be a parameterization of , where z(t) is piecewise dif-

ferentiable. Then

_

1

z a

dz =

_

1

0

z

(t) dt

z(t) a

.

Dene

h(s) :=

_

s

0

z

(t)

z(t) a

dt.

Then

h

(s) =

z

(s)

z(s) a

at all but a nite number of points. Then

d

ds

e

h(s)

= h

(s)e

h(s)

=

z

(s)

z(s) a

e

h(s)

,

so

d

ds

_

e

h(s)

(z(s) a)

_

= z

(s)e

h(s)

+z

(s)e

h(s)

= 0

at all but nitely many points. This implies e

h(s)

(z(s) a) is a constant, so

e

h(s)

(z(s) a) = z(0) a. Hence

e

h(1)

=

z(0) a

z(1) a

= 1

because z(0) = z(1). Hence h(1) = 2ij for some j Z. Hence n(, a) is an

integer multiple of 2i.

5.15 Theorem. If a is outside the disk [z z

0

[ R, meaning [a z

0

[ > R,

and is the circle [z z

0

[ = R with the usual orientation, then n(, a) = 0.

Proof. Apply Cauchys theorem to

f(z) =

1

z a

,

which is analytic in [z z

0

[ < R. We conclude that

_

as required.

5.16 Theorem. The winding number is constant on each component of C.

Integration Theory 73

Most of the work of the proof is done in the following lemma.

5.17 Lemma. n(, z) is constant on any line segment that does not intersect

. (In fact, we only need vertical and horizontal line segments.)

Proof. We have

n(, z) =

_

d

z

.

If the endpoints of the interval are a and b, then

a

b

C(, 0) for all

(in fact, for all in the complement of the line segment from a to b). Thus

log(

a

b

) is single-valued and analytic on , which implies

n(, a) n(, b) =

_

_

1

a

1

b

_

d = log

_

a

b

_

endpoints

of

= 0,

because is closed. Hence n(, a) = n(, b). Thus the argument is valid when-

ever the segment from a to b does not intersect .

Proof of Theorem 5.16. Any pair of points in a component of C are con-

nected by a path in the component, so not intersecting , consisting of nitely

many vertical and horizontal line intervals (because components are open and

connected). So n(, z) is constant on each interval. Hence n(, z) is the same

at both endpoints, and therefore n(, z) is constant on the component.

5.18 Theorem. Let f be analytic in a disk D (except at nitely many

j

, with

(z

j

)f(z) 0 as z

j

), be a closed curve in the disk such that doesnt

contain any

j

, and a D not on . Then

_

f(z)

z a

dz = n(, a)f(a).

Proof. Apply Cauchys theorem (Theorem 5.8 on page 66) to

f(z) f(a)

z a

.

We conclude that

_

f(z) f(a)

z a

dz = 0.

Moving the f(a) term to the right-hand side gives the desired result.

74 Applications of the Cauchy Integral Formula

Note that this is an improved version of our Cauchy integral formula in a

disk (Theorem 5.12 on page 71).

5.2 Applications of the Cauchy Integral Formula

We have the representation formula

f(z) =

1

2i

_

|z|=R

f()

z

d.

We can try to dierentiate both sides (inside the integral). We should get

f

(z) =

1

2i

_

|z|=R

f()

( z)

2

d.

and, more generally,

f

(n)

(z) =

n!

2i

_

|z|=R

f()

( z)

n+1

d.

The integral is a continuous function of z!

5.19 Theorem. If f is analytic on a disk [z z

0

[ < R, then

f

(z) =

1

2i

_

|z0|=R

f()

( z)

2

d

for all [z z

0

[ < R.

Proof. Let be the circle [ z

0

[ = R. We have

f(w) f(z)

w z

=

1

w z

_

1

2i

_

f()

w

d

1

2i

_

f()

z

d

_

=

1

2i

_

f()

( w)( z)

d.

The question is the following: Does this integral converge to the desired result

Integration Theory 75

as w z? So

f(w) f(z)

w z

1

2i

_

f()

( z)

2

d

1

2i

_

f()

_

1

( w)( z)

1

( z)

2

_

d

1

2

sup

[f()[

_

1

[ z[

[w z[

[ z[[ w[

[d[.

If [z z

0

[ < R, then dist(z, ) = d > 0. Take [w z[ <

d

2

, so dist(w, )

d

2

.

Then we get

1

2

sup

[f()[

_

1

[ z[

[w z[

[ z[[ w[

[d[

1

2

sup

[f(z)[ d

3

2 [w z[ length() 0

as w z.

An inductive version of the same computation proves the following.

5.20 Theorem. Under the same hypotheses of the previous theorem,

f

(n)

(z) =

n!

2i

_

|z0|=R

f()

( z)

n+1

d.

5.21 Corollary. If f is analytic on a domain , then f is innitely dieren-

tiable.

We can also consider bounds on analytic f using the Cauchy integral formula.

5.22 Cauchys Estimates. If f is entire and M

r

= sup

|z|=r

[f(z)[, then

[f

(n)

(0)[

M

r

n!

r

n

.

Proof. We have

f

(n)

(z) =

n!

2i

_

||=r

f()

( z)

n+1

d

with z = 0, so we get

[f

(n)

(0)[

n!

2i

M

r

r

(n+1)

2r =

M

r

n!

r

n

.

76 Taylor Series

5.23 Liouvilles Theorem. If f is analytic and bounded on C, then f is

constant.

Proof. In this case, write

[f

(z)[

M

r

by applying previous reasoning to the circle [ z[ = r. Send r to get

f

5.24 Fundamental Theorem of Algebra. If P(z) is a nonconstant polyno-

mial, then there exists a C such that P(a) = 0.

Proof. Suppose P(z) is nonzero everywhere. Then

1

P(z)

is analytic on C. But

1

P(z)

is bounded (since it approaches is zero as z and it is continuous), so

1

P(z)

is constant. This implies P(z) is also constant, which is a contradiction.

5.25 Moreras Theorem. If f is continuous in a region and

_

f(z) dz = 0

for all closed curves in , then f is analytic.

Proof. Since

_

dent. So we can dene an analytic antiderivative

F(z) :=

_

z

z0

f(z) dz,

and then F

= f is analytic.

5.3 Taylor Series

We can also use the Cauchy integral formula to understand what happens when

f is analytic, except at a point a C with

lim

za

(z a)f(z) = 0.

We know that in this case, if we take to be the boundary of a disk containing

a and on which f is analytic, then

f(z) =

1

2i

_

f()

z

d, z ,= a.

Integration Theory 77

In particular, this is a well-dened function even when z = a. Let

g(z) =

1

2i

_

f()

z

d,

for all z interior to . Then g is an analytic function inside because our

previous work says

g

(n)

(z) =

n!

2i

_

f()

( z)

n+1

d,

and f(z) = g(z) at z ,= a, for all z inside . We have shown the following

theorem.

5.26 Theorem. Let U C be an open set containing a. If f is analytic on

U a and

lim

za

(z a)f(z) = 0,

then there exists an analytic function g on U such that g = f on U a. We

call a U a removable singularity of f.

There is a nice way to get Taylor expansions from this. We do this by

applying the theorem to

f

1

(z) =

f(z) f(a)

z a

,

where f is analytic in a neighborhood of a. Observe f

1

(z) has a removable

singularity at z = a. Since the analytic extension of f

1

is in particular continuous

(since it is analytic) at z = a,

f

1

(a) = lim

za

f

1

(z) = f

(a).

This says

f(z) = f(a) + (z a)f

1

(z),

which is the 0th order Taylor expansion with error term. The error term is given

by

(z a)f(z) = (z a)

1

2i

_

|a|=r

f

1

()

z

d,

for suciently small r such that f is analytic on [ a[ r and for z with

78 Taylor Series

[z a[ < r. Then

(z a)

1

2i

_

|a|=r

f

1

()

z

d = (z a)

1

2i

_

|a|=r

f() f(a)

( a)( z)

d.

Now

(z a)

_

|a|=r

f(a)

( a)( z)

d = f(a)

_

|a|=r

_

1

z

1

a

_

d.

But this is precisely 0 since both z and a lie in the circle, and the integrals

denote n(, z) = 2i and n(, a) = 2i, respectively. So

f

1

(z) =

1

2i

_

|a|=r

f()

( a)( z)

d.

We get any order of the Taylor expansion using this idea by induction. So

f

1

(z)(z a) = f(z) f(a) and f

2

(z)(z a) = f

1

(z) f

1

(a), and so on down to

f

n

(z)(z a) = f

n1

(z) f

n1

(a). Notice f

n

(z) has a removable singularity at

z = a for all n (provided f

n1

is continuous, which we will get by induction),

and

f(z) = f(a) + (z a)f

1

(z)

= f(a) + (z a)(f

1

(a) + (z a)f

2

(z))

=

.

.

.

= f(a) + (z a)f

1

(a) + + (z a)

n1

f

n1

(a) + (z a)

n

f

n

(z).

We discover f

(n)

(a) = n!f

n

(a). This is the Taylor expansion with error:

f(z) =

n1

j=0

f

(j)

(a)

j!

(z a)

j

+ (z a)

n

f

n

(z),

with

f

n

(z) =

1

2i

_

|a|=r

f

n

(z)

z

d,

Integration Theory 79

for z inside the disk. Then

_

|a|=r

f

n

()

z

=

_

|a|=r

f()

n1

j=0

f

(j)

(a)

j!

( a)

j

( a)

n

( z)

d

and the terms

f

(j)

(a)

_

|a|=r

( a)

jn

z

d = 0

for all 0 j n 1, and so

f

n

(z) =

1

2i

_

|a|=r

f()

( a)

n

( a)

d

for [z a[ < r.

5.27 Taylors Theorem. If f is analytic at a, then for all n 1 we have

f(z) =

n1

j=0

f

(j)

(a)

j!

(z a)

j

+f

n

(z)(z a)

n

,

with

f

n

(z) =

1

2i

_

|a|=r

f()

( a)

n

( z)

d

for r small enough that f is analytic on [z a[ r and the points z inside this

disk.

5.28 Remark. We can estimate the error as follows. Let

M = sup

|a|=r

[f()[.

Then

[f

n

(z)[

Mr

r

n

(r [z a[)

.

So

[(z a)

n

f

n

(z)[

Mr

r [z a[

_

[z a[

r

_

n

0

as n .

5.29 Corollary. On compact sets inside a disk on which f is analytic, the

80 Zeros of Analytic Functions

Taylor series converges uniformly to f as n .

5.4 Zeros of Analytic Functions

Look at a function f analytic at z = a. We know

f(z) =

n1

j=0

f

(j)

(a)

j!

(z a)

j

+ (z a)

n

f

n

(z),

where

f

n

(z) =

_

|a|=r

f()

( a)

n

( z)

d, [z a[ < r.

One of two things happen.

Option 1. There is some nonzero f

(j)

(a). Take the expansion so the error

term is the rst nonzero one. So f(z) = (z a)

n

f

n

(z) and f

n

(a) ,= 0 because

n!f

n

(a) = f

(n)

(a). Thus f(z) has a zero at a which looks like the zero of a

polynomial (contrast this idea with

3

n

(a) ,=

0 implies f

n

(z) ,= 0 on a neighborhood of a. Hence there is a neighborhood of

a on which f(z) has no zeros except the one at a; that is, a is an isolated root

of f.

Option 2. All the f

(j)

(a) = 0. Then f 0 in [z a[ < r. Indeed, write

f(z) = (z a)

n

f

n

(z). Then

[f

n

(z)[ [z a[

n

1

2i

_

|a|=r

f()

( a)

n

( z)

d

_

[z a[

r

_

n

sup

|a|=r

[f()[

r [z a[

0 as n on [z a[ < r.

5.30 Theorem. If f is analytic on a region and f

(n)

(a) = 0 for all n at

some a , then f 0 on .

Proof. Let E = z : f

(n)

(z) = 0 for all n. Then E is nonempty because

a E, and by previous result if z E, then f 0 in a neighborhood of z. This

Integration Theory 81

neighborhood of z is in E, which implies E is open. But

E =

n

z : f

(n)

(z) = 0

is an intersection of relatively closed sets, and so is relatively closed. So E is a

nonempty closed and open subset of , which is connected, so E = .

We can now conclude the following.

5.31 Theorem. If f is an analytic function on a region and f is not iden-

tically zero, then the zeros of f are isolated and of nite order.

5.32 Corollary. If f is analytic on a region and z : f(z) = 0 has an

accumulation point in , then f 0.

5.33 Corollary. An analytic function that is not identically zero has only

nitely many zeros in any bounded set.

5.34 Corollary. Let C be a region. If f and g are analytic on and

z : f(z) = g(z) has an accumulation point in , then f = g.

We can also use these techniques to study isolated singularities.

5.35 Denition. A function f has an isolated singularity at z = a if f is

analytic on 0 < [z a[ < r for some r > 0.

We already know if

lim

za

(z a)f(z) = 0,

then z = a is a removable singularity. The remaining possibility is that f(z)

is unbounded in 0 < [z a[ < r. We know some functions like this, namely

(z a)

n

, or more generally, a polynomial in (z a)

n

, so something like

c

1

(z a)

1

+ +c

n

(z a)

n

. We say f has a pole at z = a if there exists a

polynomial P(z) such that f(z) P(

1

za

) has a removable singularity at z = a.

In this case, we can write

f(z) =

g(z)

(z a)

n

,

for g analytic in a neighborhood of a and g(a) ,= 0.

5.36 Theorem. If f has an isolated singularity at z = a, then f has a pole at

z = a if and only if

lim

za

f(z) = .

82 Zeros of Analytic Functions

Proof. The only if direction is clear since

f(z) =

g(z)

(z a)

n

,

where g(a) ,= 0 and g is analytic. To prove the if direction, notice f(z)

as z a implies we can take r > 0 suciently small that [f(z)[ > 1 on

0 < [z a[ r. But then

1

f(z)

is analytic on 0 < [z a[ r. It has a removable

singularity at z = a, and the analytic extension of

1

f(z)

to [z a[ r is zero at

z = a by continuity, so

1

f(z)

= (z a)

n

g(z)

for some analytic function g(z) with g(a) ,= 0. This implies

f(z) =

1

g(z)(z a)

n

=

h(z)

(z a)

n

,

where h(z) =

1

g(z)

is analytic and nonzero in a neighborhood of a. Hence z = a

is a pole.

The remaining type of isolated singularity has

lim

za

f(z)

does not exist and f(z) is unbounded on 0 < [za[ < r. It is called an essential

singularity. For example, e

1/z

on 0 < [z[ < 1.

5.37 Casorati-Weierstrass Theorem. If f has an essential singularity at

z = a, then for any r > 0, f gets arbitrarily close to every point in C on

0 < [z a[ < r.

Proof. If not, there exists r > 0 and C such that [f(z) [ > 0 on

0 < [z a[ < r. But then

lim

za

f(z)

z a

= .

This implies (z a)

1

(f(z) ) has a pole at z = a. So (z a)

1

(f(z) ) =

(z a)

n

g(z) for some n and g(z) analytic and nonzero at z = a. Then

lim

za

(z a)

n

(f(z) ) = 0.

Integration Theory 83

Then

lim

za

(z a)

n

= 0,

so

lim

za

(z a)

n

f(z) = 0.

This says (z a)

n

f(z) has a removable singularity at z = a and in fact a zero

there. So (z a)

n

f(z) = (z a)

m

h(z) where m n and h is analytic at a.

Thus f(z) = (z a)

mn

h(z) has either a pole or a removable singularity at a.

So the limit

lim

za

f(z)

exists in

C. This is a contradiction with z = a being an essential singularity.

5.5 Counting Zeros of Analytic Functions

5.38 Theorem. Suppose f is analytic in an open disk D, and let z

j

be the

set of zeros of f, where the multiplicity of z

j

is m

j

. Let be a closed curve in

D. Then

_

(z)

f(z)

dz =

j

m

j

n(, z

j

).

Proof. Notice is a compact set in C, so it is contained in some D

, where D

D

, namely z

1

, . . . , z

k

, so we can write

f(z) =

_

k

j=1

(z z

j

)

mj

_

g(z)

and

f

(z)

f(z)

=

_

k

j=1

a

j

z z

j

_

+

g

(z)

g(z)

.

Integrating the latter of , we have

_

(z)

f(z)

dz =

_

_

k

j=1

m

j

z z

j

_

dz +

_

(z)

g(z)

dz =

k

j=1

m

j

n(, z

j

),

because g(z) ,= 0 on D

, so g

(z)/g(z) is analytic on D

84 Counting Zeros of Analytic Functions

(coming soon)

Figure 5.4: For a closed curve and an analytic function f with zeros z1, z2, z3, the

image f() wraps the origin once for each zj in .

(Theorem 5.9 on page 67) says

_

(z)

g(z)

dz = 0.

This is what we wanted to show.

This theorem makes rigorous the picture in Figure 5.4. Indeed, let w = f(z).

Then

k

j=1

m

j

n(, z

j

) =

_

(z)

f(z)

dz =

_

f()

dw

w

= n(f(), 0),

where the rst equality follows from the theorem, the second from the change

of variables rule for integrals, and the third by an observation from the picture.

So the theorem shows that the number of times f() winds around zero is equal

to the number of times winds around each z

j

(counting multiplicity).

5.39 Example. We can count the number of times f(z) = a by considering

f(z) a. If z

j

(a) is the set of zeros of f(z) a with multiplicity m

j

(a), then

j

m

j

(a)n(, z

j

(a)) =

_

(z)

f(z) a

dz =

_

f()

dw

w a

= n(f(), a).

5.40 Theorem. Suppose f is analytic at some point z

0

and f(z

0

) = w

0

. Let n

be the order of the zero of f(z) w

0

at z

0

; that is, f(z) w

0

= (z z

0

)

n

g(z),

for some analytic g with g(z

0

) ,= 0. If > 0 is suciently small that g(z) ,= 0

in [z z

0

[ , then there exists > 0 such that if [w w

0

[ < then f(z) = w

at n points (counting multiplicity) in [z z

0

[ .

What the heck does this theorem really say? Well, we have the picture in

Figure 5.5.

(coming soon)

Figure 5.5: The image of the circle |z z0| = is a curve that does not hit w0.

Proof. Let be the curve [zz

0

[ = and n(f(), w

0

) = n. In fact, n(f(), w) =

n for all w is a component of Cf() that contains w

0

. If we take > 0 small

Integration Theory 85

enough that [ww

0

[ < is in this component, then n(f(), w) = n, and letting

z

j

(w) = z : f(z) = w gives

n = n(f(), w) =

j

m

j

(w)n(, z

j

(w)).

That is, f(z) = w n times (counting multiplicity) in [z z

0

[ < because

n(, z) = 1 for [z z

0

[ < and is n(, z) = 0 if [z z

0

[ > .

5.41 Corollary. If f is analytic, then f is an open map.

Proof. To see that f takes open sets to open sets, it suces to show that the

image of any suciently small disk [z z

0

[ < contains a disk. We just saw

f(z) : [z z

0

[ < w : [w w

0

[ < .

5.42 Corollary. If f is analytic at z

0

and f

(z

0

) ,= 0, then there exists > 0

such that f is a homeomorphism on [z z

0

[ < .

Proof. In this case, we have n = 1, so f is injective on [z z

0

[ < .

5.43 Maximum Principle. If f is a nonconstant analytic function on a region

, then [f[ does not attain its maximum on .

Proof. If z

0

, then there exists > 0 and > 0 so that D(z

0

, ) and

f(D(z

0

, )) D(f(z), ). So there exists w with

[f(w)[ = [f(z)[ +

2

> [f(z)[,

as required.

5.44 Corollary. If f is analytic on a closed set B then the maximum of [f[ is

achieved on the boundary B. If it is achieved on an interior point of B, then

f is constant.

5.45 Schwarz Lemma. Let D be the open unit disk in C. Suppose f is analytic

on D, [f(z)[ 1, and f(0) = 0. Then [f(z)[ [z[ and [f

(0)[ 1. Moreover,

if there exists z D with [f(z)[ = [z[ or if [f

[c[ = 1; that is, f is a rotation.

Proof. Notice f(z)/z has a removable singularity at 0, so there exist a function

f

1

analytic on D such that f

1

(z) = f(z)/z on D 0 and f

1

(z) = f

(0) at

z = 0. Then

[f

1

(z)[

[f(z)[

[z[

.

86 General Form of Cauchys Theorem

On [z[ = 1 , we have

[f

1

(z)[

1

1

.

The maximum principle says that

[f

1

(z)[

1

1

in [z[ 1 . Taking 0 we get [f

1

(z)[ 1 for all z D. So for z ,= 0,

[f(z)[

[z[

1 =[f(z)[ [z[

and for z = 0, [f

[f

[c[ = 1.

5.6 General Form of Cauchys Theorem

Recall that we know if f is analytic on a rectangle R, then

_

R

f(z) dz = 0,

and if f is analytic on a disk containing a closed curve , then

_

f(z) dz = 0.

We can develop this idea further in two direction. One is to describe the most

general region such that if is a closed curve in and f is analytic on , then

_

such that if f is analytic on , then

_

f(z) dz = 0.

The main issue is then to consider holes in the domain. This leads to study-

ing bounded components of the complement of . Additional ideas include

curves winding around points in the complement and continuous deformations

of curves.

5.46 Denition. A region C is simply connected if

C is connected.

5.47 Theorem. A region C is simply connected if and only if n(, a) = 0

for all closed curves and a

C .

Integration Theory 87

Proof. Suppose is simply connected. Take the component of

C that

contains , which also contains

C . But n(, a) is constant for a in a

component of

C and n(, a) = 0 at , so n(, a) 0 on

C .

For the converse, suppose is not simply connected, so

C is E

E,

where E

E = , E ,= , and both E

and E

take a E. Taking a grid of size at most /2 such that a is not on a grid line,

we see that for any square Q

j

in the grid,

n(Q

j

, a) =

_

_

_

0, a / Q

j

2i, a Q

j

.

Now take all Q

j

that do not intersect E

E, so the interior of the union of these squares is a neighborhood of E, and its

boundary is a nite union of curves contained in . Furthermore,

n(, a) =

j

n(Q

j

, a) = 2i.

5.48 Denition. Let be a region and let be a closed curve in . We say

is homologous to zero in if n(, a) = 0 for all a

C. In this case, we

write 0.

With this new terminology, we can rewrite the previous theorem about sim-

ple connectivity.

5.49 Theorem. A region C is simply connected if and only if all closed

curves in are homologous to zero.

In fact, the idea of homologous easily transfers to nite sums of closed

curves. If

1

, . . . ,

k

are closed curves, dene

n

_

k

j=1

j

, a

_

=

k

j=1

n(

j

, a).

So we can talk about

1

+ +

k

being homologous to zero in .

The idea of continuous deformation of curves is handled by the following

denition.

5.50 Denition. Suppose

0

and

1

are two curves with the same endpoints.

We say

0

is homotopic to

1

in if there exists a continuous function

88 General Form of Cauchys Theorem

(coming soon)

Figure 5.6: Notice that 1 is not homologous to zero. However, the curve

1 + 2 0.

: [0, 1]

2

so that (0, t) =

0

(t), (1, t) =

1

(t), and (s, 0) and (s, 1)

are constant.

5.51 Theorem. A region is simply connected if and only if any pair of curves

in with the same endpoints is homotopic in .

5.52 Denition. A closed curve is contractable in if it is homotopic to

a constant map in .

5.53 Theorem. A region is simply connected if and only if every closed curve

in is contractable in .

5.54 General Cauchys Theorem. Let be a region, f be analytic on ,

a closed curve contained in , and homologous to zero, or equivalently, is

contractable. Then

_

f(z) dz = 0.

5.55 General Cauchy Integral Formula. Suppose f is analytic in a region

and let be a curve in homologous to zero. Let a be a point not on .

Then

_

f(z)

z a

dz = n(, a)f(a).

5.56 Corollary. If f is analytic on a simply connected and is a closed

curve in , then

_

f(z) dz = 0.

5.57 Corollary. If f is analytic on a simply connected region , then f has

an antiderivative on .

Proof. Integrals are path independent.

5.58 Corollary. If f is analytic on a simply connected region and nonzero

on , then log(f) and f

Proof. The function f

F(z) =

_

z

z0

f

(z)

f(z)

dz

Integration Theory 89

over some path in . So F = f

d

dz

(f(z)e

F(z)

) = f

(z)e

F(z)

f(z)

f

(z)

f(z)

e

F(z)

= 0,

so f(z)e

F(z)

is constant and at z

0

it equals f(z

0

). Hence f(z) = f(z

0

)e

F(z)

.

This means

log(f(z)) = log(f(z

0

)) +F(z),

where we can choose any value of log on the right. Finally,

f(z)

= exp(log(f(z))),

so f

is well-dened.

We now give another characterization of Cauchys theorem. Indeed, let

C(C) be the set of continuous functions on C and dene T

: C(C) C by

f

_

functional. If T

vanishes on

1

za

: a / , then it vanishes on the set of all

analytic functions on .

CHAPTER 6

Residue Calculus

6.1 The Residue Theorem

Residue calculus is a method for doing integrals using Cauchys theorem (The-

orem 5.54). The idea is that f is analytic on except at a set of isolated

singularities, call them z

j

. Let be a closed curve in homologous to zero

(coming soon)

Figure 6.1: The motivational idea for residue calculus.

and such that z

j

is empty. Around each z

j

, make a small circle

j

of

radius r

j

, with r

j

small enough that D(z

j

, r

j

) ,

j

k

= for all j ,= k,

and

j

= . Now

:=

j

n(, z

j

)

j

is a cycle homologous to zero in z

j

. We have

n

_

j

n(, z

j

)

j

, a

_

= n(, a)

j

n(, z

j

)n(

j

, a).

If a = z

k

for some k, then n(

k

, a) = 2i and n(

j

, a) = 0 for all j ,= k. This

implies n( , z

k

) = 0 for all k, and also n( , z) = 0 for all z C because its

91

92 The Residue Theorem

true for all terms. Hence by Cauchys theorem,

_

e

f(z) dz = 0;

that is,

_

f(z) dz =

j

n(, z

j

)

1

2i

_

j

f(z) dz.

Observe

_

j

f(z) dz is independent of radius r

j

if r

j

is suciently small.

6.1 Denition. The residue of f at the isolated singularity z

j

, denoted by

Res(f, z

j

), is the unique number

Res(f, z

j

) =

1

2i

_

|zzj|=rj

f(z) dz

for all suciently small r

j

.

The way the residue is dened in [Ahl79] is the following. The residue of f

at the isolated singularity z

j

, denoted Res(f, z

j

), is the unique number so

f(z)

Res(f, z

j

)

2i(z z

j

)

has an antiderivative on 0 < [z z

j

[ < r

j

for all suciently small r

j

.

Residues at poles are easy to compute. (At essential singularities, forget

about it!) If f(z) has a pole at z

j

, then

f(z) =

n

=1

a

(z z

j

)

+g(z),

where g is analytic in a neighborhood of z

j

and its nonzero at z

j

, and

_

j

f(z) dz =

n

=1

a

_

j

(z z

j

)

dz = a

1

2i.

6.2 Theorem. Suppose f has a pole of order n at z = z

j

. Then

Res(f, z

j

) = coecient of (z z

j

)

1

in expansion of f at z

j

=

1

(n 1)!

lim

zzj

_

d

dz

_

n1

_

(z z

j

)

n

f(z)

_

.

Residue Calculus 93

6.3 Corollary. If f has a simple pole at z

0

, then

Res(f, z

0

) = lim

zz0

(z z

0

)f(z).

Proof. Setting n = 1 in the theorem gives the result.

6.4 Residue Theorem. Suppose f is analytic in except at isolated singu-

larities z

j

and is homologous to zero in . Then

_

f(z) dz =

j

n(, z

j

) Res(f, z

j

).

Note that the Cauchy integral formula is a special case. If f(z) is analytic

on , then

f(z)

za

has a simple pole at z = a with residue f(a). Another special

case was our method of counting zeros using

_

(z)

f(z)

dz = n(f(), 0)

because writing f(z) = (z z

j

)

nj

g(z) at a zero implies f

with residue n

j

.

This begs the question: Can we also count poles this way? If f has a pole

at w

j

, then f(z) = (z w

j

)

mj

g(z) and

f

(z)

f(z)

=

m

j

z w

j

+

g

(z)

g(z)

.

So f has a simple pole with residue m

j

.

6.5 The Argument Principle. If f is meromorphic

1

in with poles w

j

of

orders m

j

, and if it has zeros at z

j

with multiplicities n

j

, then for homolo-

gous to zero in we have

n(f(), 0) =

_

(z)

f(z)

dz =

j

n

j

n(, z

j

)

j

m

j

n(, w

j

).

6.6 Rouches Theorem. If f and g are analytic in , is a simple closed

curve homologous to zero in , and [f(z) g(z)[ < [f(z)[ on , then f and g

have the same number of zeros in .

1

This means f is analytic in a region except at a discrete set of poles.

94 Calculating Integrals

Proof. We have

1

f(z)

g(z)

< 1

on and

g

f

: z : n(, z) = 2i : [1 [ < 1.

This implies n(

g

f

(), 0) = 0, so the number zeros of g/f is equal to the number

of poles of g/f. But the zeros of g/f are the zeros of g and the poles of g/f are

the zeros of f.

6.2 Calculating Integrals

Residues are used to evaluate various integrals. A typical feature of such in-

tegrals are the integrand is a restriction of an analytic function to a curve.

Another feature is by taking some extra curves, one can change the integral

into one along a curve homologous to zero (or a limit of such curves) bounding

a region where the integral is analytic except for some isolated singularities. One

can say something about the integrals along the new pieces of curves (frequently

what one can say is that they go to zero when we take an appropriate limit).

6.7 Example. We will evaluate

_

1

1 +x

2

dx.

By the denition of an improper Riemann integral, the integral equals

lim

r

lim

s

_

s

r

1

1 +x

2

dx.

Since the integral is in L

1

(R), the integral is

lim

R

_

R

R

1

1 +x

2

dx.

So we have an integrand which, on [R, R] R, coincides with

1

1+z

2

, which is

an analytic function except at i where it has simple poles.

Let be [R, R] [z[ = R : Im(z) > 0. So is homologous to zero in H,

Residue Calculus 95

and if R 0, in particular, if R > 1, then

_

1

1 +z

2

dz = 2i Res(f, i) = 2i lim

zi

(z i)f(z) = ,

since f(z) =

1

1+z

2

=

1

(z+i)(zi)

has a simple pole at i.

Now

_

R

R

1

1 +x

2

dx

_

|z|=R

zH

1

1 +z

2

dz

sup

|z|=R

zH

1

[1 +z

2

[

R.

But [1 +z

2

[ [z[

2

1 R

2

1, so

sup

|z|=R

zH

1

[1 +z

2

[

R

R

R

2

1

.

Hence

lim

R

_

R

R

1

1 +x

2

dx = .

A general type of example is

_

f(x) dx,

where f(x) is a rational function in C(x) with a zero of order at least two at .

6.8 Example. Evaluate the integral

_

2

0

1

(3 + cos )

2

d.

If we let z = e

i

, then dz = ie

i

d and

cos =

1

2

(e

i

+e

i

) =

1

2

_

z +

1

z

_

.

So

_

2

0

1

(3 + cos )

2

d =

_

|z|=1

1

(3 + (

1

2

(z +

1

z

))

2

dz

iz

=

_

|z|=1

4z dz

i(6z +z

2

+ 1)

2

.

96 Calculating Integrals

Now we nd the poles. If 6z +z

2

+ 1 = 0, then

z =

6

36 4

2

=

6

32

2

= 3

8.

Observe

is not in D, but

3 +

< 1. So

_

|z|=1

4z

(6z +z

2

+ 1)

2

dz

i

=

_

|z|=1

4z

(z (3 +

8))

2

(z (3

8))

2

. .

f(z)

dz

i

.

f(z) has a pole of order 2 at 3 +

we have

Res(f(z), 3 +

8) =

d

dz

(z (3 +

8))

2

f(z)

z=3+

8

=

3

16

2

.

So

_

|z|=1

4z dz

i(6z +z

2

+ 1)

2

=

2i

i

3

16

2

=

3

8

2

.

This example is the prototype for integrals of the form

_

2

0

f(cos , sin ) d,

where f is a rational function in C(x).

6.9 Example. Evaluate

_

cos x

x

2

+a

2

dx, a R.

This integral looks like

Re

_

_

e

iz

dz

z

2

+a

2

_

or

_

e

iz

+e

iz

2(z

2

+a

2

)

dz.

It is a little cleaner to use the integral on the left, so we proceed with that one.

We have

_

e

iz

dz

z

2

+a

2

= lim

R

_

R

R

e

iz

dz

z

2

+a

2

because

e

ix

x

2

+a

2

1

x

2

+a

2

Residue Calculus 97

is in L

1

(R). Add the semicircle [z[ = R with z H to get a curve homologous

to zero in the upper half-plane. So

_

e

iz

dz

z

2

+a

2

= 2i Res

_

e

iz

z

2

+a

2

, ia

_

.

The function has a simple pole at i[a[, so

Res

_

e

iz

z

2

+a

2

, ia

_

=

e

i(i|a|)

2i[a[

=

e

|a|

2i[a[

.

Hence

_

e

iz

dz

z

2

+a

2

=

2i

2i[a[

e

|a|

=

e

|a|

[a[

.

As previously, we see that

_

|z|=R

zH

e

iz

z

2

+a

2

dz

R

R

2

[a[

2

sup

|z|=R

zH

[e

iz

[

R

R

2

[a[

2

0

as R since

[e

iz

[ = e

Re(iz)

= e

Im(z)

1.

Thus

_

cos x

x

2

+a

2

dx =

e

|a|

[a[

, a R.

This example is the prototype for

_

e

ix

f(x) dx,

where f(x) is again a rational function with a zero of order at least two at

. Note that the e

ix

can be replaced by cos x or sin x by taking the real and

imaginary parts.

In fact, we can do better in this case. We can do the integral above where

f(x) has a zero of order one at . However, this case is a bit more fussy.

Consider the curve which is the rectangle [r, s] [0, t], as shown in Figure

6.2. Then

lim

r

lim

s

lim

t

_

e

ix

f(x) dx =

2i(Res H).

98 Calculating Integrals

Figure 6.2: Use this contour to integrate e

ix

f(x), where f(x) is a rational function

with a zero of order one at innity.

Let

2

= [r, s] t. Then

_

2

e

ix

f(x) dx

sup

2

[e

iz

f(z)[ (r +s)

since [f(z)[ c/[z[ as z and [e

iz

[ e

t

on

2

. So

_

2

e

ix

f(x) dx

(r +s)e

t

C,

where C is some constant. For

3

dened by r [0, t] we have

[R(z)[

c

[z[

c

r

and the length is t. Hence

_

3

e

ix

f(x) dx

Ct

r

,

and similarly

_

1

e

ix

f(x) dx

Ct

s

.

Set t = min(

r,

s). Then

_

1

+

_

3

r

+

C

s

0.

Residue Calculus 99

Thus

_

0

+

_

1

+

_

2

+

_

3

=

residues.

But sending t gives

_

2

0,

so

_

0

residues

_

1

_

3

C

_

1

r

+

1

s

_

0

as r, s .

6.10 Example. Evaluate

_

e

ax

1 +e

x

dx, 0 < a < 1.

Its clear we can equate the integral to

_

e

az

1 +e

z

dz.

Since the function is integrable, we have

_

e

az

1 +e

z

dz = lim

R

_

R

R

e

az

1 +e

z

dz.

But taking the usual semicircle of radius R in the upper half-plane causes prob-

lems. However, using the contour given by the boundary of [R, R] [0, 2i]

allows us to use the periodicity of the exponential. Let

j

, j = 0, 1, 2, 3, be

the line segments of the contour, starting with

0

= [R, R] R and continue

counterclockwise. Then

_

0

+

_

1

+

_

2

+

_

3

= 2i Res

_

e

az

1 +e

z

, i

_

,

because at e

z

= 1, we have [e

z

[ = e

x

= 1, which implies x = 0, so z = iy. Then

e

iy

= 1 means y = i. The pole z = i is a simple pole because e

z

+ 1 = 0

100 Calculating Integrals

and the derivative of e

z

+ 1 is nonzero at z = i. So the residue is given by

Res

_

e

az

1 +e

z

, i

_

= lim

zi

(z i)e

az

1 +e

z

= e

ai

lim

zi

z i

1 +e

z

= e

ai

1

1

= e

ai

,

by lHopitals rule.

Now on

1

, the integrand is

e

a(R+iy)

1 +e

R+iy

e

aR

e

R

1

.

So

_

1

e

az

1 +e

z

dz

e

aR

e

R

1

2 0

as R . Similarly, for

3

, the integrand has a bound

e

R+iy

1 +e

R+iy

e

aR

1 e

R

.

Hence

_

3

e

az

1 +e

z

dz

2e

aR

1 e

R

0

as R . Then

_

2

e

az

1 +e

z

dz =

_

R

R

e

a(x+2i)

1 +e

x+2i

dx =

_

R

R

e

a2i

e

ax

1 +e

x

= e

a2i

_

0

e

ax

1 +e

x

dx.

So

_

0

+

_

1

+

_

2

+

_

3

= 2i(e

ai

)

and

(1 e

2ai

)

_

R

R

e

ax

1 +e

x

dx + 2ie

ai

_

1

_

3

0

as R . Hence

_

R

R

e

ax

1 +e

ax

dx =

2ie

ai

1 e

2ai

=

2i

e

ai

+e

ai

=

sin a

.

Residue Calculus 101

6.11 Example. Evaluate

_

0

x

1/4

x

2

+ 9

dx.

The function z

1/4

is not analytic on all of C, so we need to cut out (for example)

a ray from 0 to . Intuitively, we have the picture as in Figure 6.3. Then we

have the branch of z

1/4

on C R

0

. Then

(coming soon)

Figure 6.3: This is a contour deleting the origin and the positive real axis.

R

z

1/4

z

2

+ 9

dz

2R

R

1/4

R

2

9

0

as R . Also

z

1/4

z

2

+ 9

dz

2

1/4

9

2

0

as 0. So only

+

and

_

+

z

1/4

z

2

+ 9

dz =

_

R

x

1/4

x

2

+ 9

dx

and

_

z

1/4

z

2

+ 9

dz =

_

R

e

i/2

x

1/4

x

2

+ 9

dx = i

_

R

x

1/4

x

2

+ 9

dx.

We want to say

_

++

R

++

= 2i

_

Res

_

z

1/4

z

2

+ 9

, 3i

_

+ Res

_

z

1/4

z

2

+ 9

, 3i

__

= 2i

_

(3i)

1/4

6i

+

(3i)

1/4

6i

_

=

3

_

(3i)

1/4

(3i)

1/4

_

=

3

_

3

1/4

e

i/8

3

1/4

e

3i/8

_

,

since z

1/4

= [z[

1/4

e

i/4

where z = [z[e

i

. Taking R and 0,

(1 i)

_

0

x

1/4

x

2

+ 9

dx =

3

1/4

3

_

e

i/8

e

3i/8

_

.

102 Calculating Integrals

Thus

_

0

x

1/4

x

2

+ 9

dx = 3

3/4

e

i/8

e

i3/8

1 i

=

3

3/4

2

(e

i/8

+e

5i/8

+e

5i/8

+e

i/8

)

=

3

3/4

2

_

cos

8

+ 2 cos

5

8

_

= 3

3/4

_

cos

8

+ cos

5

8

_

.

With this previous example as a prototype, we can do any integral of the

form

_

0

x

f(x) dx,

where f is a rational function which has a zero of order at least two at and

0 < < 1. We can also evaluate

_

0

ln x

x

2

+ 1

dx,

or

_

0

ln(x)f(x

2

) dx,

f a rational function, in this form (almost!).

CHAPTER 7

Harmonic Functions

7.1 Harmonic Conjugates

A function u: R, where C, is said to be harmonic if u C

2

and

u =

_

2

x

2

+

2

y

2

_

u = 0

on . Equivalently, we can dene a harmonic function u: U R, for U R

2

.

We can make several observations about harmonic functions.

is a linear dierential operator, so linear combinations of harmonic

functions are harmonic.

Linear functions are harmonic globally. The function log r is harmonic

away from 0, where r =

_

x

2

+y

2

.

If f = u + iv is analytic on , then u and v are harmonic on by the

Cauchy-Riemann equations. Indeed, u

x

= v

y

and u

y

= v

x

implies

u

xx

+u

yy

= v

xx

+v

yy

= 0.

If f is analytic and has no zeros on , then log [f[ is harmonic on .

If u is harmonic, then u

x

iu

y

is analytic.

103

104 Harmonic Conjugates

A somewhat harder question to answer: if u is a harmonic function on ,

does there exist v : R harmonic such that f = u +iv is analytic?

7.1 Denition. If u is harmonic on and there exists u such that u + i u is

analytic on , then u is called the harmonic conjugate of u.

We want the Cauchy-Riemann equations to hold; i.e., we want u

x

= u

y

and

u

y

= u

x

. So we try to use that information to dene u. What we have is

d u = u

x

dx + u

y

dy = u

y

dx +u

x

dy.

Ten we can try to dene u by taking a basepoint (x

0

, y

0

) and setting

u =

(x,y)

_

(x0,y0)

d u.

We know u is well-dened if and only if

_

(u

y

dx +u

x

dy) = 0

for all closed curves . Greens theorem (Theorem 5.5) would tell you

_

(u

y

dx +u

x

dy) =

__

inside

(u) dA.

(This is only meaningful for elementary curves like rectangles or circles.) To

prove this way, we would need to repeat lots of the work from the proof of

Cauchys theorem. Instead, we prove by reducing to Cauchys theorem.

7.2 Lemma. If u is harmonic in and is homologous to zero in , then

_

(u

y

dx +u

x

dy) = 0.

Proof. Let g = u

x

iu

y

. Then g is analytic on by the remark above (whose

Harmonic Functions 105

proof uses the Cauchy-Riemann equations). So

0 =

_

g dz =

_

(u

x

iu

y

)(dx +i dy)

=

_

(u

x

dx +u

y

dy) +i

_

(u

y

dx +u

x

dy)

=

_

du +i

_

d u.

Both real and imaginary parts are zero, so the result follows.

From this lemma, we conclude the following.

7.3 Theorem. If u is harmonic in a simply connected region , then u has

harmonic conjugate in .

We should note that if is not simply connected, then there exist harmonic

functions u on such that the natural harmonic conjugate is multi-valued.

What will happen is that u will not be well-dened because

_

d u = Im

__

g(z) dz

_

= 2m, m Z,

by imitating the proof of the lemma.

7.4 Example. The quintessential example is u(z) = log [z[, which is harmonic

on C

that u + i u = log z is analytic. But for not homologous to zero in C

,

_

d u

will be a multiple of 2, so u ends up multi-valued and u +i u is multi-valued.

7.2 Harmonic Functions and Normal Derivatives

Recall that if u is harmonic and is homologous to zero, then

_

(u

y

dx +u

x

dy) = 0.

If is dierentiable at a point z, then dz (along ) is [dz[e

i

for some angle

= (z). Therefore dx = [dz[ cos and dy = [dz[ sin , so

u

y

dx +u

x

dy = (u

x

, u

y

) (sin , cos ) [dz[ = u n [dz[ =

u

n

[dz[,

106 Harmonic Functions and Normal Derivatives

where is the usual dot product on R

2

, n is the unit normal vector, and the

partial derivative on the right is the directional derivative of u in the direction

of n normal to .

(coming soon)

Figure 7.1: A picture of the normal derivative

7.5 Lemma. For any homologous to zero in ,

_

(u

y

dx +u

x

dy) = 0.

This follows from the fact that

_

u

n

[dz[ = 0

for all homologous to zero in .

This is useful when looking at circle, because the normal direction is easy to

get. If u is harmonic in a disk around zero, then

u

n

=

u

r

, r =

_

x

2

+y

2

.

We can conclude the following.

7.6 Lemma. If u is harmonic in a disk around zero, then

_

2

0

r

u

r

d = 0

for all suciently small r.

7.7 Lemma. If u is harmonic in an annulus r

1

< [z[ < r

2

around zero, then

_

2

0

r

u

r

d

is independent of r (r

1

, r

2

).

Proof. If r and r

are in (r

1

, r

2

), then let

r

= z : [z[ = r and

r

= z : [z[ =

r

.

Harmonic Functions 107

(coming soon)

Figure 7.2: The annuli in the proof of the lemma.

The cycle

r

r

is homologous to zero in the annulus. So

_

r

r

r

u

r

d = 0

as needed.

There is a generalization of the fact

_

u

n

[dz[ = 0

for harmonic u in and homologous to zero in .

7.8 Gauss-Green Theorem. We have

_

_

u

v

n

v

u

n

_

[dz[ =

__

inside

(u v v u) dA.

We will only need the weaker version:

7.9 Theorem. If u and v are harmonic on and is homologous to zero in

, then

_

_

u

v

n

v

u

n

_

[dz[ = 0.

Proof. There are several ways to prove this. One could prove for a rectangle

and then transfer to by using a ne enough grid. The proof for a rectangle

uses either Cauchys theorem or by taking a ne subdivision of the rectangle and

proof locally using the linear expansion (like our proof of Greens theorem). The

proof in [Ahl79] uses Cauchys theorem, and it uses the fact that the rectangle

is simply connected, so

v

n

[dz[ = d v,

u

n

[dz[ = d u,

where u and v are harmonic conjugates of u and v. Thus

_

u

v

n

v

u

n

_

[dz[ = u d v v d u = exact dierential +F dz,

for some analytic F. See [Ahl79, p. 164] for full details.

108 Harmonic Functions and Normal Derivatives

Applying this theorem to a circle, we have u and v harmonic in the annulus

between r

1

and r

2

. Then

_

C(a,r)

_

u

v

n

v

u

n

_

[dz[

is independent of r (r

1

, r

2

), so we have

_

2

0

_

u

v

r

v

u

r

_

r d.

In particular, if we take v = log r, we get

_

2

0

u r log r

u

r

d

is independent of r (r

1

, r

2

), so it equals some constant c

1

. Recall we had

_

2

0

r

u

r

d

is independent of r (r

1

, r

2

), so it equals c

2

C. This implies

_

2

0

u d = c

1

+c

2

log r, c

1

, c

2

C.

7.10 Theorem. If u is harmonic in r

1

[z[ r

2

, then

_

2

0

u(re

i

) d = c

1

+c

2

log [z[

in the annulus.

7.11 Corollary. If u is harmonic in [z[ R, then

_

2

0

u(re

i

) d = 2u(0).

Proof. We have

u

r

|u(0)|(1 +)

Harmonic Functions 109

in some neighborhood of 0. So

_

2

0

r log r

u

r

d 0

as r 0. Hence

_

2

0

u d = c

1

,

but r suciently small implies

_

2

0

u(re

i

) d

_

2

0

u(0) d

2 max

|z|=R

[u(z) u(0)[ 0,

so c

1

= 2u(0).

7.12 Mean Value Property for Harmonic Functions. If u is harmonic on

[z a[ < r and continuous on [z a[ r, then

u(a) =

1

2

_

2

0

u(a +se

i

) d, s [0, r].

Proof. Apply translate of the previous corollary to any disk [z a[ r

< r and

take the limit as r

e

i

) u(a + re

i

) uniformly in

as r

7.13 Maximum Principle for Harmonic Functions. If u is harmonic and

nonconstant on a region , then u does not attain a maximum or minimum on

. If u is harmonic on a compact E, then the maximum and minimum occur

on E (and only on E unless u is constant).

Proof. Suppose u has maximum value at a . Then for all r suciently small,

u(a +re

i

) u(a) =

1

2

_

2

0

u(a +re

i

) d.

If there exists a point with u(a + re

i

) < u(a), then the inequality holds on a

neighborhood of this point, so

1

2

_

2

0

u(a +r

i

) d < u(a),

which is a contradiction. So we conclude that u u(a) in a neighborhood of

a. So then z : u(z) = u(a) is closed because u is continuous and it is open

110 Harmonic Functions and Normal Derivatives

because just derived u u(a) in a neighborhood of where u(a) is achieved.

Connectivity implies u u(a) on .

7.14 Example. We have the following consequence in functional analysis. Con-

sider the situation where u is harmonic on the bounded region and u = f on

, where f is a continuous function. This is a solution to a Dirichlet problem:

nd u such that u = 0 on , and u is a prescribed continuous function on

the boundary . The maximum principle says |u| |f|, where | | is the

sup norm, and the map f u(z) is a bounded linear functional C() R,

for each xed z . So if you can solve u = 0 on and u = f on for

f C(), then the map f u(z) is a bounded linear functional. So the Riesz

representation theorem says the map is

f

_

f() d

z

()

for some Borel measure

z

on . The mean value property is an example of

this. Indeed

u(a) =

1

2

_

2

0

u(a +re

i

) d,

where u(a + re

i

) is the values on the boundary of the disk, d is a measure

on the boundary of the disk, and u(a) is the function value at the center of the

disk.

We can nd more by moving the point by a fractional linear transformation.

7.15 Theorem. If F is analytic on and u is harmonic on F(), then u F

is harmonic on .

Proof. Take z and take a small disk around F(z) so small that u is harmonic

on the disk. This disk is simply connected, so u has a harmonic conjugate u on

the disk and G := u +i u is analytic on the disk. But then G F is analytic at

z, so u F = Re(G F) is harmonic at z.

7.16 Theorem. Let u be harmonic on the closed unit disk D. Then

u(z) =

1

2

_

2

0

u(e

i

)

1 [z[

2

[e

i

z[

2

d, z D.

Proof. Let F

z

: D D be the linear fractional transformation by

F

z

() =

+z

1 +z

.

Harmonic Functions 111

Since (u F

z

)() is harmonic on D, we have

u(z) = (u F

z

)(0) =

1

2

_

2

0

(u F

z

)(e

i

) d.

The map F

z

takes the unit circle to itself, so we can make the change of variables

F

z

(e

i

) = e

i

. Then

F

z

(e

i

)e

i

i d = e

i

i d,

and

F

z

(F

1

z

(e

i

))F

1

z

(e

i

) d = e

i

d.

We can compute the left side from F

z

F

1

z

= id, so (F

z

F

1

z

) (F

1

z

)

= 1.

Hence

d =

(F

1

z

)

(e

i

)

F

1

z

(e

i

)

e

i

d.

But

F

z

() = w =

+z

1 +z

implies

=

w z

1 zw

,

and so

F

1

z

(w) =

w z

1 wz

.

So

(F

1

z

)

=

1

1 zw

(w z)(z)

(1 zw)

2

and

(F

1

z

)

(w)

F

1

z

(w)

=

(1 zw) +z(w z)

(1 zw)

2

1 zw

w z

=

1 [z[

2

(1 zw)(w z)

.

Substituting w = e

i

and multiplying both sides by e

i

gives the desired result.

Note the case when u 1, which is a harmonic function. We have

1

2

_

2

0

1 [z[

2

[e

i

z[

2

d = 1, z D.

The integrand is the representing measure in the Riesz representation theorem

for the bounded linear functional u[

D

u(z).

112 Harmonic Functions and Normal Derivatives

7.17 Denition. The function

P

z

() =

1

2

_

1 [z[

2

[e

i

z[

2

_

= Re

_

e

i

+z

e

i

z

_

is called the Poisson kernel (at z) for the unit disk.

We already saw

_

2

0

P

z

() d = 1,

and P

z

() 0. You can easily see that if [[ = 1 and look at P

z

() as z ,

then P

z

() gets concentrated at . The limiting object (in the sense of

distibutions) is a Dirac mass at .

CHAPTER 8

Series and Analytic Functions

8.1 Relationship Between Series and Analytic

Functions

If you have a sequence of analytic functions f

j

on a region , what conditions

or type of convergence would imply f = limf

j

is analytic on ? If we take

z and r < dist(z, ), then

f

j

(z) =

1

2i

_

|z|=r

f

j

()

z

d. (8.1)

If f is analytic, then

f(z) =

1

2i

_

|z|=r

f()

z

d. (8.2)

A sucient condition for (8.1) to imply (8.2) is that f

j

f uniformly on

[ z[ = r. Also, if f

j

f uniformly on [ z[ r, then

0 =

_

f

j

d

_

f d

113

114 Relationship Between Series and Analytic Functions

for any closed curve in [ z[ < r, so f will be analytic on [ z[ < r by

Moreras theorem. So we have determined that in order to have f = limf

j

analytic on , it suces that for every z , there exists a disk : [ z[

r on which f

j

f uniformly.

8.1 Theorem (Weierstrass). If f

j

is a sequence of analytic functions on

and f

j

f uniformly on all compact subsets of , then f is analytic on .

Moreover, f

(k)

j

f

(k)

uniformly on compact subsets of .

To get that the derivatives converge, use

f

(k)

j

(z) =

k!

2i

_

|z|=r

f

j

()

( z)

k+1

d. (8.3)

The quantity in (8.4) converges to

k!

2i

_

|z|=r

f()

( z)

k+1

d = f

(k)

(z). (8.4)

Proof. Use Moreras theorem on disks and the above paragraph.

8.2 Corollary. If f

j

is analytic on and

j0

f

j

converges uniformly on

compact subsets of , then f =

j0

f

j

is analytic on and is dierentiable

term-by-term.

Warning: We know power series are dierentiable term-by-term on the disk

of convergence, but, in general, series might not be dierentiable term-by-term.

For example, consider the series

j=1

cos(2

j

x)

j

2

, x R.

This series converges no problem, but the series of derivatives doesnt converge

because you get a 2

j

in the numerator after just one derivative.

8.3 Corollary. If f

j

is a sequence of analytic functions on , K

is a

sequence of compact sets in so

= , and f

j

f uniformly on each

K

, then f is analytic on .

8.4 Hurwitz Theorem. If f

j

is a sequence of analytic functions on ,

f

j

(z) ,= 0 on for every j, and f

j

f uniformly on compact sets in , then

either f 0 on or f(z) ,= 0 on .

Series and Analytic Functions 115

Proof. The argument principle says that if you have a circle in then the

number of zeros of f

j

inside is equal to

1

2i

_

j

(z)

f

j

(z)

dz,

and the number of zeros of f inside is

1

2i

_

(z)

f(z)

dz, f(z) ,= 0 on .

The idea is that the rst integral should converge to the second integral provided

f

j

stays away from 0 on .

Suppose now f(z

0

) = 0 and f , 0. Then z

0

is an isolated zero, so there

exists = : [ z

0

[ = r such that f() ,= 0 on , so [f()[ c > 0 on .

Then f

j

f uniformly on , which implies there exists J such that [f

j

()[

c

2

on for every j J. Furthermore,

min

jJ

[f

j

()[ = d > 0

because f

j

, 0 on . Then

sup

j

()

f

j

()

f

()

f()

2

min(c, d)

sup

j

() f

()

0.

So

0 =

1

2i

_

j

()

f

j

()

d

1

2i

_

()

f()

d ,= 0,

which is a contradiction.

8.2 Taylor Series Developments

We proved earlier in the course that if f is an analytic function on [z a[ r,

then we have the Taylor polynomials

F

n

(z) =

n

j=0

f

(j)

(a)

j!

(z a)

j

116 Taylor Series Developments

and f(z) = F

n

(z) +f

n+1

(z)(z a)

n+1

, where

f

n+1

(z) =

1

2i

_

|a|=r

f()

( a)

n+1

( z)

d,

and f

n+1

(z)(z a)

n+1

0 uniformly on compact subsets of [z a[ < r (which

implies F

n

(z) f(z) uniformly on compact disks). Moreover,

f(z) =

j0

f

(j)

(a)

j!

(z a)

j

, on [z a[ < r.

8.5 Corollary. If f is analytic on , a , and r = dist(a, ), then

f(z) =

j0

f

(j)

(a)

j!

(z a)

j

on compact subsets of [z a[ < r.

Usually we get series by termwise dierentiation and integration of known

series. For example, the series expansions of e

z

and

1

1z

are useful. We can also

use partial fractions and linear transformations of the geometric series.

As important, one needs to able to manipulate nite order expressions.

It is easy to add and subtract Taylor series; we have

n0

a

n

z

n

+

n0

b

n

z

n

=

n0

(a

n

+b

n

)z

n

.

Multiplying is bit more tricky:

_

n0

a

n

z

n

__

n0

b

n

z

n

_

=

n0

_

n

m=0

a

m

b

nm

_

z

n

.

Its useful to think of

n0

a

n

z

n

as

F

N

(z)

N

n=0

a

n

z

n

plus [z

N+1

] = stu divisible by z

N+1

. This helps us to divide Taylor series.

Suppose we have

a

n

z

n

b

n

z

n

, b

0

,= 0

Series and Analytic Functions 117

and we want the rst N coecients. Let

P

N

=

N

n=0

a

n

z

n

, Q

N

=

N

n=0

b

n

z

n

.

Then

P

N

(z)

Q

N

(z)

= R

N

(z) + [z

N+1

]

by long division.

8.6 Example. Consider

z +z

2

2z

3

4 +z 2z

2

+z

3

.

This is

0 +

1

4

z +

3

16

z

2

11

64

z

3

+ [z

4

]

because

z

4

(4 +z 2z

2

+z

3

) = z +

z

2

4

z

3

2

+ [z

4

]

=

3

16

z

2

(4 +z + )

=

3

4

z

2

+

3

16

z

3

+ [z

4

]

11

64

z

3

(4 + )

=

11

16

z

3

+ [z

4

].

Now we consider composition of series. Let f(w) =

n0

a

n

w

n

and g(z) =

n0

b

n

z

n

. What is (f g)(z)? If b

0

,= 0 then were screwed (because its

hard). If b

0

= 0 then observe [w

N+1

] = [(g(z))

N+1

] = [z

N+1

]. We conclude that

(f g)(z) = P

N

(Q

N

(z)) + [z

N+1

].

The denition of composition allows us to consider inverses. We want (f

g)(z) = z (up to nite order), where b

0

= 0 and b

1

,= 0. So can solve as

P

N

(Q

N

(z)) = z + [z

N+1

]

and iterate over N to get the coecients.

118 Laurent Series

8.3 Laurent Series

Recall again the theorem which states if f is analytic on and a , and take

r such that z : [z a[ < r , then

f(z) =

j0

f

(j)

(a)

j!

(z a)

j

,

in the sense of uniform convergence on compact subsets of D(a, r). We can

move this around via a linear fractional transformation.

8.7 Example. Suppose f is analytic in the complement of the disk D(a, r).

One can map (z) =

1

za

to take the complement of D(a, r) to D((a),

1

r

) to

get

f(z) =

j0

j

_

1

z a

_

j

,

in the sense of uniform convergence on compact subsets (of

C) in

C D(a, r).

So

f(z) =

j0

j

(z a)

j

denes an analytic function outside a disk D(a, r), and

g(z) =

j0

j

(z a)

j

denes an analytic function inside a disk D(a, R). If r < R, then f +g is analytic

on the annulus A(a, r, R) and f +g has series expansion

(f +g)(z) =

jZ

b

j

(z a)

j

with

b

j

=

_

j

, j > 0,

j

, j < 0,

0

+

0

, j = 0.

(8.5)

This has a converse obtained just by using Cauchys theorem. Suppose h

is analytic on an annulus A(a, r, R). Let

1

and

2

be as in Figure 8.1 and let

Series and Analytic Functions 119

z A(a, r, R). Cauchys theorem says

h(z) =

1

2i

__

1

h() d

z

_

2

h() d

z

_

,

provided

1

and

2

are close enough to [ a[ = R and [ a[ = r, respectively.

Let g(z) be the rst integral and let the second integral be f(z). So f(z) is

(coming soon)

Figure 8.1: Cauchys theorem allows for a converse of the Laurent series

development.

analytic o

2

and g(z) is analytic o

1

. In particular,

f(z) =

1

2i

_

2

h() d

z

is analytic on z : [z a[ > r (by taking

2

close enough to z : [z a[ = r)

and

g(z) =

1

2i

_

1

h() d

z

gives a function analytic on D(a, R). Then f(z) is analytic outside z : [z a[ >

r, so there exists a series

j0

j

(z a)

j

= f(z)

(but we can show

0

= 0). Similarly,

g(z) =

j0

j

(z a)

j

on D(a, R). So h = f +g on A(a, r, R) gives

h(z) =

jZ

b

j

(z a)

j

,

where b

j

is as in (8.5). We have proved the following:

8.8 Theorem. Suppose f is analytic on A(a, r, R). Then there exists an ex-

pansion of f by

f(z) =

jZ

b

j

(z a)

j

.

120 Laurent Series

This is called a Laurent series

One nice consequence is that if you have a function which is analytic except

at a discrete set of singularities, then you can give series expansions except on

a collection of circles.

8.9 Example. Suppose f is analytic, except at z

1

= 1+i, z

2

= 2, and z

3

= 3i.

So there is a Taylor series expansion of f in D(0,

series in A(0,

CHAPTER 9

Uniform Convergence

9.1 On Compact Subsets of

This the correct notion of convergence of analytic functions in that analyticity

is preserved in the limit. The natural question then is there a natural metric

corresponding to this topology? The answer is yes! We can get such a metric

as follows:

1. Take a compact exhaustion of ; that is, a sequence K

of compact sets

with K

then there exists such that K

take K

K

+1

for all .)

2. Take a distance between functions on K

. First, take

d(z, w) =

[z w[

1 +[z w[

to be a new metric on C. Indeed, this is a metric on C and it is bounded

by 1. Then for f and g be continuous functions on , let

(f, g) = sup

zK

d(f(z), g(z)).

This is bounded by 1 since d(f(z), g(z)) 1.

121

122 On Compact Subsets of

3. We have a countable collection

K

. Dene

(f, g) =

1

2

(f, g).

9.1 Lemma. The function : C() C() R

0

is a metric.

Proof. Symmetric and positivity is obvious. The triangle inequality is true on d

(left as an exercise), so it is true for

if and only if

= if and only if f = g on

.

9.2 Theorem. Let f

j

and f be elements of C() for all j. Then (f

j

, f) 0

if and only if f

j

f uniformly on compact sets in .

Proof. If (f

j

, f) 0, then for all > 0 there exists J such that (f

j

, f) < for

all j J, which implies 2

(f

j

, f) < for all . So this implies

(f

j

, f) 0

for all . Take any compact set K. Then there exists such that K

K. Also,

(f

j

, f) 0 implies f

j

f uniformly on K

given

sup

zK

d(f

j

(z), f(z)) <

for all j J. If

<

1

2

, then

d(z, w) =

[z w[

1 +[z w[

so d(z, w) <

implies [z w[ < 2

and

sup

zK

[f

j

(z) f(z)[ < 2

.

Conversely, suppose that f

j

f uniformly on compact sets in . Then

sup

zK

[f

j

(z) f(z)[ 0,

which implies

sup

zK

d(f

j

(z), f(z)) 0

Uniform Convergence 123

and so

(f

j

, f) 0 for all as j . Given > 0, take

0

such that

0

2

<

2

.

Then

0

2

(f

j

, f) <

2

.

For each <

0

, take J

such that j J

implies

(f

j

, f) <

2

. Then for

j J = max

0

J

,

we have

(f

j

, f) =

01

=1

2

(f

j

, f) +

0

2

(f

j

, f) <

2

+

2

= .

9.3 Theorem. The metric space (C(), ) is complete.

Proof. Take a sequence f

j

that is -Cauchy. Then if z , there exists K

z

so f

j

(z) is Cauchy. So we can dene a pointwise limit f(z) = lim

j

f

j

(z). If

K is compact, then K is contained in some K

and f

j

(z) is uniformly

Cauchy on K

we have

sup

zK

[f

j

(z) f

m

(z)[ < .

Then send m to get

sup

zK

[f

j

(z) f(z)[ < ;

that is, f

j

f uniformly on K. Hence f C() and (f

j

, f) 0.

9.4 Remark. For a point z , consider a disk U = D(z, r), for some r > 0,

contained in . Then the above argument implies that f

j

f uniformly on

the closure of U, and is hence uniform at z.

9.2 Normal Families

We are in a complete metric space (C(), ), so a subset T C() is compact if

and only if T is closed and totally bounded. The Bolzano-Weierstrass theorem

124 Normal Families

says T is compact if and only if every sequence f

j

in T has a convergent

subsequence with limit in the set. Recall that a set is precompact (or relatively

compact) if its closure is compact.

9.5 Denition. A family of functions T C() is called normal if T is

precompact in the metric; i.e., if every sequence f

j

in T has a subsequence

f

j

k

that converges uniformly on compact subsets of .

This notion is useful in large part because there is a theorem giving necessary

and sucient conditions for T to be normal (the Arzela-Ascoli theorem). (This

theorem will be even simpler for families of analytic functions. Well see why

later.)

Obviously T C() is normal if and only if it is -totally bounded. We

can convert this to a statement about total boundedness in the sup norms on

compact subsets of .

9.6 Theorem. The family T C() is normal if and only if for every compact

subset K , the set f[

K

: f T is totally bounded in the sup norm on K,

if and only if for every compact K and > 0, there exists f

1

, . . . , f

n

T

such that for every f T there exists j with

sup

zK

[f(z) f

j

(z)[ < .

Proof. Suppose K is compact and take > 0. Then there exists K

number of

1

, . . . , f

n

such that for every f T there exists j with (f, f

j

) <

. This implies

(f, f

j

) < 2

, which is equivalent to

sup

zK

[f(z) f

j

(z)[

1 +[f(z) f

j

(z)[

< 2

.

We can rewrite this as

sup

zK

[f(z) f

j

(z)[ <

2

1 2

< .

Then solve for

K

: f T is totally

bounded in the sup norm on K K

.

Conversely, take > 0. We need to show that we can cover T by a nite

Uniform Convergence 125

number -balls in the -metric. Take

0

such that 2

0

< /2. Then

(f, g)

0

=1

2

(f, g) +

2

.

We are assuming that for any compact K , the set f[

K

: f T is totally

bounded in the sup norm on K. In particular, for K

0

(which is compact in )

and

, there exists f

1

, . . . , f

n

such that for every f T there exists j with

sup

zK

0

[f(z) f

j

(z)[ <

.

This implies

sup

zK

0

[f(z) f

j

(z)[

1 +[f(z) f

j

(z)[

<

2

,

for a suitable choice of

s are nested, so

the same is true for all K

with

0

.) Hence

(f, f

j

) <

2

,

0

,

which yields

(f, f

j

)

0

=1

2

2

+2 .

9.7 Lemma. If T C() is normal, then E := f(z) : f T is precompact

for every z . That is, the set is bounded.

Proof. Since T is normal, any sequence f

n

(z) of points from E has a uni-

formly convergence subsequence f

nj

on a compact subset of ; i.e., if f

nj

(z)

converges. So sequences f

n

(z) from E have convergence subsequence, which

implies E is precompact (in C).

9.8 Denition. A family T is called equicontinuous on a set K if for every

> 0 there exists > 0 such that [f(z) f(w)[ < for all z, w K with

[z w[ < .

9.9 Lemma. If T is normal on , then T is equicontinuous on any compact

K .

Proof. Since T is normal, for every > 0 there exists f

1

, . . . , f

n

such that for

126 Normal Families

all f T there exists j with

sup

zK

[f(z) f

j

(z)[ <

3

.

Thus

[f(z)f(w)[ [f(z)f

j

(z)[+[f

j

(z)f

j

(w)[+[f

j

(y)f(y)[

2

3

+[f

j

(z)f

j

(w)[.

Since each f

j

is continuous, it is uniformly continuous on the compact set K,

so there exists

j

such that [f

j

(z) f

j

(w)[ <

3

whenever [z w[ <

j

for all

z, w K. Let = min(

1

, . . . ,

n

). The proof from here is easy and is left to

the reader.

9.10 Arzela-Ascoli Theorem. The collection T C() is a normal family

if and if

(1) T is equicontinuous on every compact K , and

(2) for every z , the set f(z) : f T is precompact.

Proof. The (=) direction is the lemmas above.

To prove the other direction, take a dense subset z

r

in and take a se-

quence f

n

from T. First, we need to build a subsequence converging at points

z

r

. Iteratively, the sequence f

n

(z

1

) is bounded, so there exists a convergent

subsequence; i.e., the sequence f

n1,m

(z

1

) converges. The sequence f

n1,m

is

increasing. Now f

n1,m

(z

2

) is bounded, so it has a convergent subsequence

f

n2,m

, and so on. Inductively, there exists a subsequence f

nt,m

such that

f

nt,m

converges at z

1

, . . . , z

t

. The diagonal sequence f

nm,m

converges at all

points in a dense set.

Now we use equicontinuity to see f

nm,m

converges uniformly on compact

sets. Let K be a compact set and take > 0. Take > 0 so that [x y[ <

implies [f(x) f(y)[ < for all x, y K and f T. Cover K by a nite

number of -balls with centers at points z

r

from the dense set. Then

[f

nm,m

(x) f

np,p

(x)[ [f

nm,m

(x) f

nm,m

(z

r

)[

+[f

nm,m

(z

r

) f

np,p

(z

r

)[ +[f

np,p

(z

r

) f

np,p

(x)[.

But we can take z

r

within of x, so the latter is at most

2 +[f

nm,m

(z

r

) f

np,p

(z

r

)[.

Uniform Convergence 127

If m and p are suciently large, then convergence at z

r

implies that quantity

above is at most 3. So given > 0, we can take M so large that m, p > M,

which implies

[f

nm,m

(x) f

np,p

(x)[ <

for all x K. So the subsequence f

nm,m

is uniform Cauchy on K. So we can

cover K by a nite number of -balls with centers at points z

r

from the dense

set.

9.11 Montels Theorem. If T is a family of analytic functions on , then T

is normal if and only if T is uniformly bounded on every compact subset K of

. That is, if and only if for every K there exists M

K

such that

sup

zK

fF

f(z) M

K

.

Proof. If T is normal and K is compact in , then equicontinuity of T implies

there exists > 0 so that f T varies by some value less than 1 on -balls;

that is, if [x y[ < for x, y K, then [f(x) f(y)[ < 1. But K can be

covered by a nite number of -balls with center z

, = 1, . . . , N. The values

f(z

)[ m

K

= 1 + max(m

1

, . . . , m

N

). Then if z K, there is an

such that [f(z)[ 1 +[f(z

)[ 1 +m

by taking [z

the sup above is bounded by M

K

.

Conversely, we want to show T is normal. We know T is normal if and

only if T is equicontinuous on each compact K and f(z) : f T is

bounded for all z . We know already that f(z) : f T is bounded for

each z by hypothesis, since z is compact for each z . So it remains to

show equicontinuity, which we will do using the Cauchy integral formula. Take

a compact K . For each z K, let

r

z

=

1

3

dist(z, ).

Take a nite subcover of K by balls

_

B(z

j

, r

zj

)

_

N

j=1

. Let r = min(r

1

, . . . , r

N

).

If z, w K and [z w[ < r, then there exists some z

j

such that [z z

j

[ < r

zj

,

128 Normal Families

so [z

j

w[ < 2r

zj

. Now

f(z) =

1

2i

_

|zj|=3rz

j

f() d

z

.

We have a similar formula for f(w), so

f(z) f(w) =

1

2i

_

|zj|=3rz

j

f()

_

1

z

1

w

_

d.

Hence

[f(z) f(w)[

1

2

2 3r

zj

[z w[

r

2

zj

max

|zj|=3rz

j

[f()[

=

3[z w[

r

zj

max

|zj|=3rz

j

[f()[.

Let

M

j

(f) = max

|zj|=3rz

j

[f()[ <

because f is continuous on compact sets. In fact,

M

j

:= sup

fF

M

j

(f) <

by hypothesis, and

M := max

j=1,...,N

M

j

< .

We conclude that

[f(z) f(w)[

3M

r

[z w[

for all f T. This gives equicontinuity on K. Given > 0, take < min(r,

r

3M

).

Then [z w[ < for all z, w K implies [f(z) f(w)[ < for all f T.

9.12 Remark. Notice that if T is normal, then f

: f T is also normal.

This is because the Cauchy integral formula says if f T is uniformly bounded

on compact sets. Use teh same circles as above adn that

[f

(z)[ =

1

2i

_

|zj|=3rz

j

f() d

( z)

2

3M

j

r

2

zj

Uniform Convergence 129

for z B(z

j

, 2r

zj

).

9.3 Riemann Mapping Theorem

We can apply Montels theorem to prove the Riemann mapping theorem.

9.13 Riemann Mapping Theorem. If C is a simply connected region

and ,= C, then for every z

0

there exists a unique bijective holomorphic

function f : D such that f(z

0

) = 0 and f(z

0

) > 0.

Proof. There are three steps. The rst of which is to prove the existence of

an analytic injection f : D such that z

0

0. In step two, we need to

prove that there exists an analytic injection f : D such that z

0

0 and

maximal [f

(z

0

)[. Lastly, we need to show that maximality of [f

(z

0

)[ implies f

is surjective.

Step 1. Take z

0

/ . Then z z

0

is analytic and nonzero on the simply

connected region , so there exists g(z) := log(z z

0

), an analytic branch of

the logarithm on , and e

g(z)

= z z

0

, which is injective on . We conclude

that g is injective. It also implies that g() omits quite a big piece of C. For

example, if we x w

0

and look at g(w

0

) + 2i, then the there is a constant

c > 0 such that g() w : [w (g(w

0

) + 2i)[ < c = .

1

Let

f(z) :=

1

g(z) (g(w) + 2i)

.

Then [f(z)[

1

c

, f is analytic, and f is injective because g is injective. Translate

so that f(z

0

) = 0 and divide by some large number so that f() D.

Step 2. Let T = f Hol(, D) : f injective, f(z

0

) = 0. This is a

nonempty set by Step 1. Notice that T is uniformly bounded by 1, so T is

normal. Let

s = sup

fF

[f

(z

0

)[.

Since f

(z

0

) ,= 0 for f from Step 1, we have s > 0. Take f

n

from T so

[f

n

(z

0

)[ s. Then T normal implies there exists a subsequence f

nm

con-

1

If not, then take {z

j

} such that g(z

j

) g(w

0

) + 2i. Then

e

g(z

j

)

= z

j

z

0

e

g(w

0

)+2i

= w

0

z

0

,

which implies z

j

w

0

. But g(z

j

) g(w

0

) by continuity, which contradicts that

g(z

j

) g(w

0

) + 2i.

130 Riemann Mapping Theorem

verging uniformly on compact sets in to f analytic on . Also, f is injective.

Otherwise there would be some z

1

,= z

2

so that f(z

1

) = f(z

2

). Then the se-

quence f

nm

(z) f

nm

(z

1

) is a sequence of analytic nonzero functions on z

1

1

), which has a zero on

z

1

. Hence f(z) f(z

1

) by Hurwitz theorem. Then f

(z

0

) = 0 and we

have a contradiction with [f

(z

0

)[ = s > 0. So f is injective, analytic and takes

z

0

0. Furthermore, [f

(z

0

)[ = s and [f

nm

(z)[ 1 for all z , so [f(z)[ 1

for all z and f is nonconstant. Hence f() D by the maximum principle.

Step 3. Suppose f() ,= D. Then there exists D f(). Let

(z) :=

z

1 z

.

Then (

the square root on

F :=

h((0))

h

f.

This is an injective analytic map D such that z

0

0. That is, F T

and s [F

(z

0

)[. Look at the relationship between f

(z

0

) and F

(z

0

). We have

f =

1

h

1

1

h((0))

F

and let :=

1

h

1

1

h((0))

. Then takes 0 0, D D, but it is not

injective. So the Schwarz lemma says [

(0)[ < 1. So f

(z

0

) =

(0)F

(z

0

) and

s = [f

(z

0

)[ < [F

(z

0

)[ s.

This is a contradiction, and were done.

CHAPTER 10

Selected Homework Solutions

10.1 Homework Set 1

1.1.1.2. If z = x +iy for x, y R, nd the real and imaginary parts of

z

4

,

1

z

,

z 1

z + 1

,

1

z

2

.

Solution:

Omitting details of the computation, with z = x +iy the answers are:

Re z

4

= x

4

6x

2

y

2

+y

4

, Imz

4

= 4xy(x

2

y

2

).

Re z

1

= x/(x

2

+y

2

), Imz

1

= y/(x

2

+y

2

).

Re(z 1)/(z + 1) = (x

2

+ y

2

1)/((x + 1)

2

+ y

2

), Im(z 1)/(z + 1) =

2y/((x + 1)

2

+y

2

).

Re z

2

= (x

2

y

2

)/(x

2

+y

2

)

2

, Imz

2

= 2xy/(x

2

+y

2

)

2

.

1.1.1.3. Show that

_

1 i

3

2

_

3

= 1 and

_

1 i

3

2

_

6

= 1

131

132 Homework Set 1

for all combinations of signs.

Solution:

This is an easy direct computation, or can be done by noting that all of these

numbers have modulus 1, the rst pair have argument

3

(so multiplication

by 3 gives multiples of 2), while the other pair in the second set have arguments

3

(so multiplication by 6 gives multiples of 2).

1.1.2.4. Solve the quadratic equation

z

2

+ ( +i)z + +i = 0.

Solution:

One may apply the quadratic formula.

1.1.4.3. Prove that

a b

1 ab

= 1

if either [a[ = 1 or [b[ = 1. What exception must be made if [a[ = [b[ = 1?

Solution:

If [a[ = 1 then

a b

1 ab

= [a[

a b

a [a[

2

b

= 1

and an analogous argument using b holds if [b[ = 1. The only exception is when

the denominator vanishes, which occurs i ab = 1. In the case that either [a[ = 1

or [b[ = 1 we conclude immediately that this occurs i a = b.

1.1.4.4. Find the conditions under which the equation az + bz + c = 0 in

one complex unknown has exactly one solution, and compute that solution.

Solution:

An equation in complex variables is two equations in real variables, in this

case two simultaneous linear equations. A fast way to extract them is to take

the complex conjugate, so we have

az +bz +c = 0

az +bz +c = 0.

Selected Homework Solutions 133

Multiplying by a and b respectively,

[a[

2

z +abz +ac = 0

abz +[b[

2

z +bc = 0

the dierence eliminates z and we obtain

_

[a[

2

[b[

2

_

z +

_

ac bc

_

= 0

so that there is a unique solution i [a[ , = [b[, in which case the solution is

z =

bc ac

[a[

2

[b[

2

1.1.5.1.Prove that

a b

1 ab

< 1

if [a[ < 1 and [b[ < 1.

Solution:

We have

a b

1 ab

2

< 1

a b

1 ab

a b

1 ab

< 1

[a[

2

+[b[

2

ba ab < 1 ab ab +[a[

2

[b[

2

[a[

2

_

1 [b[

2

_

< 1 [b[

2

_

[a[ < 1 and [b[ < 1

_

or

_

[a[ > 1 and [b[ > 1

_

.

1.1.5.3. If [a

i

[ < 1,

i

0 for 1 i n, and

1

+ +

n

= 1, show that

[

1

a

1

+ +

n

a

n

[ < 1.

Solution:

By induction and the triangle inequality

j=1

j

a

j

j=1

a

j

<

n

j=1

= 1.

134 Homework Set 1

1.1.5.4. Show that there are complex numbers z satisfying

[z a[ +[z +a[ = 2[c[

if and only if [a[ [c[. If this condition is fullled, what are the smallest and

largest values of [z[?

Solution:

It is easiest to solve this problem if you recognize it as the equation of an

ellipse with foci at a, as then you know what to expect. In any case it is easy

to see

2[a[ = [a +a[ = [a z +a +z[ [z a[ +[z +a[ = 2[c[

so that [a[ [c[ is necessary for the existence of z satisfying the equation.

Then for [c[ [a[ we may set z = [c[a/[a[ and nd that [z a[ = [c[ [a[,

[z +a[ = [c[ +[a[, so [z a[ +[z +a[ = 2[c[, whence it is also sucient.

To nd the maximum of [z[ on the curve is easy, because repetition of our

rst argument shows [z[ [c[ on the curve, but the point z = [c[a/[a[ has

[z[ = [c[, so this maximum is achieved. The minimum is a little trickier. One

way is as follows:

4[z[

2

= 4zz =

_

(za)+(z+a)

__

(za)+(z+a)

_

= [za[

2

+[z+a[

2

+2[z[

2

2[a[

2

so 2

_

[z[

2

[a[

2

_

= [z a[

2

+ [z + a[

2

. Then use the general inequality 2xy

x

2

+ y

2

for x, y R to see 2[z a[[z + a[ [z a[

2

+[z + a[

2

with equality i

[z a[ = [z +a[, and substitute into the square of the equation for 2[c[ to obtain

2[c[

2

[z a[

2

+ [z + a[

2

. Combining these we have 2[c[

2

2

_

[z[

2

[a[

2

_

, so

[z[

2

[c[

2

[a[

2

, with equality i [z a[ = [z +a[. The latter fact allows us to

guess that a point at distance

_

[c[

2

[a[

2

from 0 in a direction perpendicular

to a will lie on the curve, a guess that is rapidly veried using Pythagoras

theorem.

1.2.1.1. Find the symmetric points of a with respect to the lines which

bisect the angles between the coordinate axes.

Solution:

The easy way to do this is to note that symmetry is preserved under rotation

by /4, such that the lines become the axes, then use that the symmetric points

with respect to the axes are obtained by and conjugation, and rotate back.

Selected Homework Solutions 135

The points are then

e

i/4

(e

i/4

a) = a,

e

i/4

(e

i/4

a) = e

i/4

e

i/4

a = ia.

1.2.1.2. Prove that the points a

1

, a

2

, a

3

are the vertices of an equilateral

triangle if and only if a

2

1

+a

2

2

+a

2

3

= a

1

a

2

+a

2

a

3

+a

3

a

1

.

Solution:

The vertices of an equilateral triangle are mapped to the vertices of an

equilateral triangle by any map of the form z (z + ), and for any given

equilateral triangle there is a map of this form that takes it to the triangle

with vertices 1, e

2i/3

, e

2i/3

. The correct choice is 3 = a

1

+ a

2

+ a

3

and

= 3/(2a

1

a

2

a

3

). It is obvious that the equality

a

2

1

+a

2

2

+a

2

3

= a

1

a

2

+a

2

a

3

+a

3

a

1

is preserved by the map z z, and readily veried that it is preserved by

z z + . Thus it suces to verify the equality for the triangle with vertices

1, e

2i/3

, e

2i/3

, in which case both sides are easily checked to sum to 2.

1.2.2.2. Simplify 1 +cos +cos 2+ +cos n and sin +sin 2+ +

sin n.

Solution:

If z = e

i

then

1 + cos + + cos n = Re(1 +z + +z

n

)

= Re

1 z

n+1

1 z

= Re

1 z z

n+1

+z

n

1 +[z[

2

z z

=

1 cos cos(n + 1) + cos n

2 2 cos

sin + + sin n = Im

1 z z

n+1

+z

n

1 +[z[

2

z z

=

sin sin(n + 1) + sin n

2 2 cos

136 Homework Set 1

1.2.2.4. If

= cos

2

n

+i sin

2

n

,

prove that

1 +

h

+

2h

+ +

(n1)h

= 0

for any integer h which is not a multiple of n.

Solution:

Let w = cos(2i/n) +i sin(2i/n) = e

2i/n

. Provided h is not a multiple of

n we have w

nh

,= 1 and thus

1 +w

h

+. . . +w

(n1)h

=

1 w

nh

1 w

h

=

1 e

2hi

1 w

h

= 0.

1.2.3.1. When does az +bz +c = 0 represent a line?

Solution:

To see when az+bz+c = 0 represents a line, recall exercise 1.1.4.4. We must

have innitely many solutions for the simultaneous equations, so they must be

the same, so [a[ = [b[ and ac = bc. An equivalent form of the latter is that c

is a real multiple of (a + b); we may nd this by summing it with its complex

conjugate to nd (a +b)c = (a +b)c, from which the ratio (a +b)/c is real. To

be certain that the solution set is one dimensional not two dimensional we must

insist that [a[ , = 0.

1.2.3.5. Show that all circles which pass through a and 1/a intersect the

circle [z[ = 1 at right angles.

Solution:

Rotation around the origin preserves the circle [z[ = 1, preserves angles, and

may be used to move a to lie on the positive real axis. WLOG a > 1. Then the

circle through a and

1

a

has center

1

2

_

a +

1

a

_

and radius

1

2

_

a

1

a

_

. The circles

intersect at right angles i the radii to the intersection point are at right angles

i (by Pythagoras theorem) the sum of the squares of the radii of the circles

is the square of the distance to the center of the the circle through a and

1

a

.

Written algebraically, this is equivalent to

1 +

1

4

_

a

1

a

_

2

= 1 +

1

4

_

a

2

+

1

a

2

2

_

=

1

4

_

a

2

+

1

a

2

+ 2

_

=

1

4

_

a +

1

a

_

2

Selected Homework Solutions 137

1.2.4.5. Find the radius of the spherical image of the circle in the plane

whose center is a and radius R.

Solution:

I think it likely that this problem will have caused diculties. The reason

is that the spherical distance in equation (28) on page 20 of the book is not

a geodesic metric! It is the metric corresponding to chords of the sphere, so

the triangle inequality is always strict for three distinct points because they

cannot all lie on a chord (the chord intersects the sphere at two points only).

This and the fact that the center of the disc in the plane is not the same as the

center of the circle on the Riemann sphere mean that you cannot do either of the

following: (1) take the distance d(a, a+Ra/[a[), or d(a, aRa/[a[) (because a is

not the center in the spherical metric), (2) take half of d(aRa/[a[, a+Ra/[a[)

(because the metric is not geodesic, so half of the diameter is not the radius).

You can do one thing to simplify your calculations, which is to rotate the plane

(an isometry of the spherical metric) so a R. At this point you have the option

of nding the images on the sphere (using equations (25) and (26) on page 18),

then nd the center, then nd the length of the chord corresponding to the

radius. This latter can also be done by Pythagoras theorem, which makes the

problem much simpler.

Suppose that the length of the chord joining the images of aR on the sphere

is 2s. Then the distance from the center of the sphere to the midpoint of the

chord is

1 s

2

(by Pythagoras), so the distance radially from this midpoint to

the sphere is 1

1 s

2

. The landing point of the ray is the spherical center of

the disc, and the spherical radius we seek is the hypotenuse of the right triangle

with vertices the landing point, the midpoint of the chord, and the image of

a + R. Since we have just seen the sides of this triangle have lengths s and

1

1 s

2

the hypotenuse has length 2(1

1 s

2

) (Pythagoras again). So

it suces to nd s. By formula 28 on page 20,

2s =

2[(a +R) (a R)[

_

1 + (a +R)

2

__

1 + (a R)

2

_ =

4R

_

1 + (a +R)

2

__

1 + (a R)

2

_.

138 Homework Set 2

We can then compute

1 s

2

=

_

1 + (a +R)

2

__

1 + (a R)

2

_

4R

2

_

1 + (a +R)

2

__

1 + (a R)

2

_

=

1 + (a +R)

2

+ (a R)

2

+ (a

2

R

2

)

2

4R

2

_

1 + (a +R)

2

__

1 + (a R)

2

_

=

1 + 2(a

2

R

2

) + (a

2

R

2

)

2

_

1 + (a +R)

2

__

1 + (a R)

2

_

=

_

1 +a

2

R

2

_

2

_

1 + (a +R)

2

__

1 + (a R)

2

_

so that

Spherical radius of disc = 2(1

_

1 s

2

)

= 2

_

1

1 +a

2

R

2

_

1 + (a +R)

2

_

1/2

_

1 + (a R)

2

_

1/2

_

= 2

_

_

(1 +a

2

R

2

)

2

+ 4R

2

[1 +a

2

R

2

[

_

(1 +a

2

R

2

)

2

+ 4R

2

_

.

10.2 Homework Set 2

2.1.2.4. Show that an analytic function cannot have a constant absolute

value without reducing to a constant.

Solution:

Suppose f = u + iv is analytic and [f[ is constant, so [f[

2

= u

2

+ v

2

= c.

Analyticity gives existence of the partial derivatives u

x

, u

y

, v

x

, v

y

and validity

of the Cauchy-Riemann equations. Dierentiating [f[

2

= c gives uu

x

+ vv

x

=

uu

y

+vv

y

= 0; Cauchy-Riemann lets us rewrite these as

_

u v

v u

__

u

x

v

x

_

=

_

0

0

_

.

Since the determinant is [f[

2

= c, we discover that either c = 0, whence f = 0

everywhere, or the matrix is invertible and u

x

= v

x

= 0, from which also

u

y

= v

y

= 0 by Cauchy-Riemann and thus u and v, and hence f, are constant.

Selected Homework Solutions 139

2.1.2.5. Prove rigorously that the functions f(z) and f(z) are simultane-

ously analytic.

Solution:

Each of the following statements is equivalent.

f(z) is analytic at z = z

0

. lim

z0

f(z +z

0

) f(z

0

)

z

exists.

lim

z0

f(z +z

0

) f(z

0

)

z

exists.

lim

w0

f(w +w

0

) f(w

0

)

w

exists.

f(w) is analytic at w = w

0

,

where w = z and w

0

= z

0

.

2.1.4.1. Use the method of the text to develop

R(z) =

z

4

z

3

1

and r(z) =

1

z(z + 1)

2

(z + 2)

3

in partial fractions.

Solution:

Let R(z) = z

4

(z

3

1)

1

. It has poles at , 1, e

2i/3

, e

2i/3

. Set = 2i/3.

We need to expand at each pole, for which purpose (using the notation in the

book) perform each of the following expansions. We include only the relevant

terms, noting the presence of those with lower order using an ellipsis.

R(z) = z +

z

z

3

1

=G(z) = z

R(1 +z

1

) =

(1 +z

1

)

4

(1 +z

1

)

3

1

=

(z + 1)

4

z(z + 1)

3

z

4

=

z

4

+

3z

3

+

=

z

3

+

G

1

_

1

z 1

_

=

1

3(z 1)

140 Homework Set 2

R(e

+z

1

) =

(e

+z

1

)

4

(e

+z

1

)

3

1

=

(e

z + 1)

4

z(e

z + 1)

3

z

4

=

e

4

z

4

+

3e

2

z

3

+

=

e

2

z

3

+

G

e

_

1

z e

_

=

e

2

3(z e

)

R(e

2

+z

1

) =

(e

2

+z

1

)

4

(e

2

+z

1

)

3

1

=

(e

2

z + 1)

4

z(e

2

z + 1)

3

z

4

=

e

8

z

4

+

3e

4

z

3

+

=

e

4

z

3

+ =

e

z

3

+

G

e

2

_

1

z e

2

_

=

e

3(z e

2

)

Thus

R(z) = z +

1

3(z 1)

+

e

4i/3

3(z e

2i/3

)

+

e

2i/3

3(z e

4i/3

)

.

In a similar but more tedious calculation,

R(z) = z

1

(z + 1)

2

(z + 2)

3

has poles at 0, 1 and 2. We perform the following expansions, including only

the relevant terms.

R(z

1

) =

1

z

1

(z

1

+ 1)

2

(z

1

+ 2)

3

=

z

6

(1 +z)

2

(1 + 2z)

3

=

z

6

8z

5

+

=

z

8

+

G

0

_

1

z

_

=

1

8z

R(1 +z

1

) =

1

(1 +z

1

)z

2

(z

1

+ 1)

3

=

z

6

(z 1)(1 +z)

3

=

z

6

z

4

2z

3

+

= z

2

+ 2z +

G

1

_

1

(z + 1)

_

=

1

(z + 1)

2

+

2

(z + 1)

Selected Homework Solutions 141

R(2 +z

1

) =

1

(2 +z

1

)(1 +z

1

)

2

z

3

=

z

6

(2z + 1)(z + 1)

2

=

z

6

2z

3

+ 5z

2

4z +

=

z

3

2

5z

2

4

17z

8

+

G

2

_

1

(z + 2)

_

=

1

2(z + 2)

3

5

4(z + 2)

2

17

8(z + 2)

Thus

R(z) =

1

8z

+

1

(z + 1)

2

+

2

(z + 1)

1

2(z + 2)

3

5

4(z + 2)

2

17

8(z + 2)

.

2.1.4.4. What is the general form of a rational functions which has absolute

value 1 on the circle [z[ = 1? In particular, how are the zeros and poles related

to each other?

Solution:

Suppose R(z) is a rational function with [R(z)[ = 1 on [z[ = 1. Then

S(z) =

1

R

_

1

z

_

is also a rational function, and since w =

1

w

whenever [W[ = 1 we see that

R(z) = S(z) on [z[ = 1. But then R(z) = S(z), because their dierence is

a rational function with zeros at every point of the unit circle. Now observe

that if R(z) has a root at a of order then S(z) has a pole at z = (a)

1

with

the same order, so R(z) = S(z) has a pole of this order at this location. This

argument is reversible; if R(z) has a pole at b of order then S(z) has a zero

at z = (b)

1

with the same order, so R(z) = S(z) has a zero of this order at

this location. Thus the poles and zeros of R are bijectively paired by the map

z (z)

1

. (Note that this implies there are neither poles nor zeros at points of

[z[ = 1, because for these points z = (z)

1

and there cannot simultaneously be

a zero and a pole at a single point.) An equivalent formulation is that R(z) is

necessarily a product of factors of the form

za

1az

with [a[ , = 1. Since we proved

in Exercise 1.1.4.3 that such factors have modulus 1 on the unit circle, this

condition is also sucient. Grouping the factors and using negative powers

j

when a zero is outside the unit disc we see that the general form of the rational

142 Homework Set 2

function we seek is

R(z) = cz

k

m

j=1

_

z a

j

1 a

j

z

_

j

with k and

j

in Z and [a

j

[ < 1 for all j.

2.1.4.6. If R(z) is a rational function of order n, how large and how small

can the order of R

(z) be?

Solution:

Suppose R(z) = cP(z)/Q(z) is a rational function, where P and Q are monic

polynomials without common zeros. Let m = deg(P) and n = deg(Q). It will

be convenient at rst to assume neither P nor Q is constant. We have

R

(z) = c

P

(z)Q(z) P(z)Q

(z)

Q

2

(z)

.

It is an easy observation that deg(P

) = m 1 and deg(Q

) = n 1, thus

deg(P

Q) = deg(PQ

Q has

coecient n while that in PQ

these terms cannot cancel, so deg(P

Q PQ

) m + n 1 with equality at

least when m ,= n. To nd the degree of R

factors. Any root of Q with order is a root of P

be a root of P

QPQ

it must divide P or Q

no common roots, so it must be a root of Q

Q and Q

have common roots if and only if Q has multiple roots, and that the

order of the root in Q

is 1. We conclude that Q

where T is the (monic) product of the distinct factors of Q and has order k n,

and deg S = k 1. It is then apparent that

R

(z) = c

P

(z)T(z) P(z)S(z)

Q(z)T(z)

with deg(P

Selected Homework Solutions 143

and the numerator and denominator having no common roots. It follows that

deg(R

) maxm+k 1, n +k

= maxm1, n +k

maxm1, n +n

deg R +n

2 deg(R)

and that equality holds at the rst inequality if m ,= n, at the second if k = n

(i.e. all poles of R are distinct), at the third and fourth if deg R = n m. Thus

we have deg(R

We may also get lower bounds. If m ,= n then we have equality in the

rst inequality above, so deg(R

) = maxm + k 1, n + k max m, n + 1

deg(R) because we assumed Q non-constant and thus k 1. If m = n then

deg(P

) = n+k deg(R)+1.

(Note this also implies that deg(R

) = 2 deg(R) when m = n = k

What remains are the special cases where either P or Q is constant. If Q

is constant and P is not then R is a polynomial, so deg(R

) = deg(R) 1.

If P is constant and Q is not then the above reasoning implies R

= S/QT,

so deg(R

deg(R

) = .

We may summarize our results as follows. If R(z) is a non-constant rational

function, then deg(R)1 deg(R) 2 deg(R), with equality on the left i R is

a polynomial and equality on the right at least when the poles of R are distinct

and there is no pole at innity.

2.2.3.3. Show that the sum of an absolutely convergent series does not

change if the terms are rearranged.

Solution:

Suppose

j

[a

j

[ converges. A re-ordering of the sum is given by a bijection

: N N, where the new sum is

j

a

(j)

. Both sums converge absolutely;

set S =

j

a

j

and T =

j

a

(j)

. Given > 0 let N be so large that for any

K N, each of

j>K

[a

j

[ ,

jK

a

j

jK

a

(j)

.

144 Homework Set 2

Let M be so large that

_

(j) : j M

_

j N (Note that then M N.)

[S T[

jM

a

j

jM

a

(j)

+ 2

j>N

[a

j

[ + 2 3

where middle inequality used that the sum is over those j in

_

j M (j) : j M

_

_

(j) : j M j M

_

,

which does not include any j N.

2.2.3.4. Discuss completely the convergence and uniform convergence of the

sequence nz

n

n1

.

Solution:

For xed z with [z[ 1 we have [nz

n

[ = n[z[

n

, while if [z[ < 1 we have

n[z[

n

= exp(log n + nlog [z[) 0 because log [z[ < 0 and (nlog [z[)/ log n

as n (using, for example, LHopitals rule). Hence nz

n

converges

pointwise on [z[ < 1. A slight improvement is that on [z[ r < 1 we have

n[z[

n

nr

n

0, so that the convergence is uniform on this disc. Any compact

set that lies in [z[ < 1 is in such a disc, so we have nz

n

converges uniformly

to the zero function on any compact subset of the open unit disc. Moreover,

this is the largest collection of sets on which the convergence is uniform. To see

this, suppose S is a set on which nz

n

converges uniformly, from which we see

S is in the unit disc and n[z[

n

0. If S is not a compact subset of the disc

then it contains points z

k

such that [z

k

[ 1. If n is so large that n[z[

n

< 1/2

on S then the fact that n[z

k

[

n

n as k provides a contradiction.

2.2.3.6. If U = u

1

+ u

2

+ and V = v

1

+ v

2

+ are convergent series,

prove that

UV = u

1

v

1

+ (u

1

v

2

+u

2

v

1

) + (u

1

v

3

+u

2

v

2

+u

3

v

1

) +

provided that at least one of the series is absolutely convergent. (It is easy if

both series are absolutely convergent. Try to arrange the proof so economically

that the absolute convergence of the second series is not needed.)

Solution:

There are a number of ways of doing this, the most usual being to use

Selected Homework Solutions 145

summation by parts. I will show a method that is messier, but perhaps easier

to visualize. Let U =

j

u

j

, V =

j

v

j

; suppose WLOG that

j

u

j

is the

absolutely convergent series and set W =

j

[u

j

[. It is helpful to arrange the

terms in a doubly-innite list.

(u

j

v

k

)

j,k

=

_

_

_

_

_

_

u

1

v

1

u

1

v

2

u

1

v

3

. . .

u

2

v

1

u

2

v

2

u

2

v

3

. . .

u

3

v

1

u

3

v

2

u

3

v

3

. . .

.

.

.

.

.

.

.

.

.

.

.

.

_

_

_

_

_

_

We see immediately that

n1

j=1

u

j

v

nj

is the sum along the n

th

upward diagonal,

so

m

n=1

n1

j=1

u

j

v

nj

is the sum over the upper left triangle j + k m in the list. We can also

see that UV may be approximated by the sum over a square j p, k p,

because for xed > 0 we can take N so p N implies

jp

u

j

kp

v

k

, and so

UV

_

jp

u

j

__

kp

v

k

_

UV V

jp

u

j

+V

jp

u

j

_

jp

u

j

__

kp

v

k

_

[V [ +

jp

u

j

_

[V [ +

jp

[u

j

[

_

_

[V [ +W

_

.

Thus the dierence between UV and the sum we are considering is controlled

by a small term plus the sum over a region inside an upper left triangle and

outside a square, i.e. j +k m but also j p, k p.

UV

m

n=1

n1

j=1

u

j

v

nj

_

[V [ +W

_

+

n=1

n1

j=1

u

j

v

nj

_

jp

u

j

__

kp

v

k

_

_

[V [ +W

_

+

{jp,kp,j+km}

u

j

v

k

.

146 Homework Set 2

We split this sum into two pieces, one with k p and one with k p. We

want a bound independent of m, and you should think that m p. Since it is

a nite sum it can be rearranged any way we like; we will sum rst along the

rows and then down the columns. For the piece with k p the sum along the

j

th

row is bounded as follows:

u

j

mj

k=p+1

v

k

[u

j

[

provided p is so large that

p+1

v

k

for all q p; this can be achieved by (if necessary) increasing N, because

v

k

is convergent. Summing over all relevant rows we have a contribution bounded

as follows:

mp

j=1

u

j

mj

k=p+1

v

k

mp

j=1

[u

j

[

j=1

[u

j

[ = W.

Now for the piece with k < p we reason as follows. Since

k

v

k

converges,

kr

v

k

is a convergent sequence in r, so has absolute value bounded by a

constant X. Now the sum across each row in the second piece is of size

u

j

min{p1,mj}

k=1

v

k

X[u

j

[

and summing over the rows we have

j=p+1

u

j

min{p1,mj}

1

v

k

X

m

j=p+1

[u

j

[ X

j=p+1

[u

j

[ X

provided p is large enough that

jp+1

[u

j

[ ;

again this can be achieved by increasing N. Combining our estimates we now

have

UV

m

n=1

n1

j=1

u

j

v

nj

_

[V [ + 2W +X

_

Selected Homework Solutions 147

and the result follows.

By the way, if you are wondering how this is connected to the material in

this chapter, the following may be of interest. Consider the functions

U(z) =

j

u

j

z

j

, V (z) =

j

v

j

z

j

.

These converge at z = 1, so have radius of convergence at least 1; moreover

Abels limit theorem says that U(r) U(1) and V (r) V (1) as r 1,

where r (0, 1). On the disc [z[ < 1 they are absolutely convergent, and their

product U(z)V (z) has a power series expansion

j

c

n

z

n

. We can compute by

the Leibniz rule

c

n

=

1

n!

d

n

dz

n

_

U(z)V (z)

_

z=0

=

1

n!

n

j=0

n!

j!(n j)!

d

j

U(z)

dz

j

z=0

d

nj

V (z)

dz

nj

=

n1

j=1

u

j

v

nj

.

If we now knew that

n

c

n

=

n

n1

j=1

u

j

v

nj

was convergent, then Abels limit theorem would imply

n

c

n

= lim

r1

U(r)V (r) = lim

r1

U(r) lim

r1

V (r) = U(1)V (1),

which is the theorem we seek. This suggests that there is a proof essentially by

the proof of Abels limit theorem, which is the standard summation by parts

proof.

2.2.4.2. Expand

2z + 3

z + 1

in powers of z 1. What is the radius of conver-

gence?

Solution:

148 Homework Set 2

2z + 3

z + 1

=

2(z 1) + 5

(z 1) + 2

= 2 +

1

2

1

1 + (z 1)/2

= 2 +

1

2

j=0

(1)

j

2

j

(z 1)

j

if [z 1[ < 2.

The radius of convergence is 2.

2.2.4.4. If

n0

a

n

z

n

has radius of convergence R, what is the radius of

convergence of

n0

a

n

z

2n

and

n0

a

2

n

z

n

?

Solution:

The following statements are equivalent.

n

a

n

z

n

has radius of convergence R

limsup [a

n

[

1/n

= R

1

limsup [a

n

[

1/2n

= R

1/2

and limsup [a

n

[

2/n

= R

2

n

a

n

z

2n

has radius of convergence

R, and

n

a

2

n

z

n

has radius of convergence R

2

2.2.4.8. For what values of z is

n0

_

z

1 +z

_

n

convergent?

Solution:

The series

n=0

z

n

(1+z)

n

converges if and only if [z(1+z)

1

[ < 1, which

is if and only if [z[ < [1 +z[, if and only if Re(z) >

1

2

.

2.3.2.2. The hyperbolic cosine and sine are dened by

cosh z =

e

z

+e

z

2

, sinh z =

e

z

e

z

2

.

Express them through cos iz and sin iz. Derive the addition formulas, and for-

Selected Homework Solutions 149

mulas for cosh 2z and sinh 2z.

Solution:

cos iz =

e

z

+e

z

2

= cosh z

sin iz =

e

z

e

z

2i

= i sinh z

We can get addition formulae for cosh and sinh by computing

cosh a cosh b =

e

a

+e

a

2

e

b

+e

b

4

=

e

a+b

+e

(a+b)

+e

ab

+e

ba

4

sinh a sinh b =

e

a

e

a

2

e

b

e

b

4

=

e

a+b

+e

(a+b)

e

ab

e

ba

4

cosh a sinh b =

e

a

+e

a

2

e

b

e

b

4

=

e

a+b

e

(a+b)

e

ab

+e

ba

4

elementary algebra implies

cosh(a +b) = cosh a cosh b + sinh a sinh b cosh 2a = cosh

2

a sinh

2

a

sinh(a +b) = sinh a cosh b + cosh a sinh b sinh 2a = 2 sinh a cosh a

and substitution of the above expressions for cos and sin retrieves the usual

trigonometric addition formulae, which could alternatively be used to obtain

the above.

2.3.2.3. Use the addition formulas to separate cos(x + iy) and sin(x + iy)

into real and imaginary parts.

Solution:

cos(x +iy) = cos xcos iy sin xsin iy = cos xcosh y i sin xsinh y

sin(x +iy) = sin xcos iy + cos xsin iy = sin xcosh y +i cos xsinh y

2.3.4.4. For what values of z is e

z

equal to 2, 1, i, i/2, 1 i, 1 + 2i?

Solution:

150 Homework Set 2

e

z

= 2 when z = log 2 + 2ki, k Z

e

z

= 1 when z = (1 + 2k)i, k Z

e

z

= i when z =

_

1

2

+ 2k

_

i, k Z

e

z

=

i

2

when z = log 2 +

_

3

2

+ 2k

_

i, k Z

e

z

= 1 i when z =

1

2

log 2 +

_

5

4

+ 2k

_

i, k Z

e

z

= 1 + 2i when z =

1

2

log 5 +

_

arctan 2 + 2k

_

i, k Z and arctan in (0, /2).

2.3.4.5. Find the real and imaginary parts of exp(e

z

).

Solution:

Let z = x + iy, so e

z

= e

x

cos y + ie

x

sin y. Then the real and imaginary

parts of exp(e

z

) are obtained from

exp(e

z

) = exp(e

x

cos y +ie

x

sin y)

= exp(e

x

cos y) cos(e

x

sin y) +i exp(e

x

cos y) sin(e

x

sin y)

2.3.4.6. Determine all the values of 2

i

, i

i

, and (1)

2i

.

Solution:

2

i

= exp(i log 2) = cos(log 2) +i sin(log 2) single valued because 2 R

i

i

= exp(i log i) = exp

_

2

2k), k Z

(1)

2i

= exp(2i log(1)) = exp(2 4k), k Z.

Note that the last example shows something we have lost in making the con-

vention that the logarithm is single valued on the positive reals and multivalued

elsewhere, because (1)

2i

,= ((1)

2

)

i

= 1, but simply contains 1 as one of its

values.

Selected Homework Solutions 151

10.3 Homework Set 3

3.1.2.6. A set is said to be discrete if all its points are isolated. Show that

a discrete set in R or C is countable.

Solution:

R and C are separable metric spaces, so see Exercise 3.1.3.7 below.

3.1.3.4. Let A be the set of points (x, y) R

2

with x = 0 and [y[ 1, and

let B be the set with x > 0 and y = sin(1/x). Is A B connected?

Solution:

Let A = (0, y) : [y[ 1 and B = (x, sin(1/x) : x > 0 in R

2

. Note

that both A and B are continuous images of connected subsets of R, so are

connected. If there is a disconnection of A B, then the set containing a point

of A must contain all of A because A is connected, and similarly for B. So the

disconnection must consist of open sets U A and V B. But then U contains

a disc around 0, and any such disc contains points from B, for example those of

the form

_

(2n)

1

, sin(2n)

_

for all suciently large n N, so U V ,= and

there is no such disconnection. We conclude that A B is connected. (Note:

A B is not path connected).

3.1.3.5. Let E be the set of points (x, y) R

2

such that x [0, 1] and

either y = 0 or y = 1/n for some positive integer n. What are the components

of E? Are they all closed? Are they relatively open? Verify that E is not locally

connected.

Solution:

Let E

n

= (x, 1/n) : 0 x 1 and E

= (x, 0) : 0 x 1 in R

2

. Let

E = E

n

E

n

_

. For any n let U

n

be the open set consisting of all points

within distance (n + 1)

2

of E

n

, and V

n

be the interior of the complement of

U

n

. Then U

n

V

n

= , U

n

E

n

and V

n

E E

n

. We conclude that the

maximal connected set containing a point of E

n

is contained in E

n

. Since E

n

is connected (because it is a curve), we conclude that E

n

is a component of E

for each n. For a point in E

must contain E

, because E

any point of E

n

for any n, so E

decomposition of E into its components. We have also seen that the components

152 Homework Set 3

of the form E

n

are closed in R

2

and relatively open in E; the component E

is closed in R

2

, but not relatively open in E because any open neighborhood of

E

in R

2

intersects some E

n

.

Finally, a set is locally connected if every neighborhood of a point in the

set contains a connected neighborhood of the point. Consider (0, 0) E

.

Any neighborhood of this point is the intersection of E with an open set in

R

2

, and therefore cannot be connected because it contains points from another

component E

n

. Since this point has no connected neighborhoods it is not locally

connected. (Remark: local connectivity of a set is equivalent to all components

being open.)

3.1.3.7. A set is said to be discrete if all its points are isolated. Show that

a discrete set in a separable metric space is countable.

Solution:

S is discrete in a metric space (M, d), so for all x S there is r

x

such

that the ball around x of radius r

x

, denoted B(x, r

x

), has B(x, r

x

) S = x.

Observe that then B(x, r

x

/2) B(y, r

y

/2) = if x ,= y, because if there is z in

the intersection we would have

[x y[ [x z[ +[y z[ < (r

x

+r

y

)/2 maxr

x

, r

y

y

) or y B(x, r

x

).

Now if A M is a dense set then for each x there is a

x

B(x, r

x

/2) A,

and a

x

,= a

y

if x ,= y because B(x, r

x

/2) B(y, r

y

/2) = . The map x a

x

is

then an injection from S to A, so the cardinality of S cannot exceed that of A.

In particular if M is separable we may take A to be a countable dense subset

and conclude S is countable.

3.2.2.1. Give a precise denition of a single-valued branch of

1 +z +

Solution:

We want to give a domain and a denition of

so that

1 +z +

1 z

is a single-valued analytic function. In the book there is a denition of a single

valued analytic branch of

1 + z and 1 z are in this set, which is true if z C

_

(, 1] [1, )

_

.

Nothing more need be done, as on this set

1 +z +

1 z is a sum of single-

Selected Homework Solutions 153

valued analytic functions.

10.4 Homework Set 4

3.3.1.1. Prove that the reection z z is not a linear transformation.

Solution:

The map z z xes 0,1 and . Consider a linear fractional transformation

z

az +b

cz +d

xing these points. Fixing 0 implies b = 0, xing implies c = 0, xing

1 implies a/d = 1, so the map is the identity. Thus z z is not a linear

fractional transformation.

3.3.3.1. Prove that every reection carries circles into circles.

Solution:

A reection z z

(z

, z

1

, z

2

, z

3

) = (z, z

1

, z

2

, z

3

).

Let be the linear fractional transformation so (z

1

) = 1, (z

2

) = 0 and

(z

3

) = , and let f(z) = z. Then (z

) = (z), so g =

1

f . Now

we know from the book that maps circles to circles (on the Riemann sphere),

so it suces to see that the same is true of f. A circle not through has the

form [z a[ = r, so is mapped to r = [z a[ = [z a[, which is also a circle. A

circle through is z = x +iy with ax +by +c = 0, a, b, c R, and is mapped

to z = x +iy with ax by +c = 0, which is also a circle through .

3.3.3.5. Find the most general linear transformation of the circle [z[ = R

into itself.

Solution:

It is easy to think of some linear fractional transformations that x [z[ = R

as a set. For example, any rotation around the origin (i.e. z az with [a[ = 1),

154 Homework Set 4

the map z R

2

/z. In the case R = 1 we also know from prior homeworks that

z

z a

1 az

for [a[ , = 1 preserves [z[ = 1, so

z R

(z/R) a

1 a(z/R)

=

Rz aR

2

R az

preserves [z[ = R. The more dicult question is whether we have found all

of the maps or not. One way to approach the problem is to take an arbitrary

linear fractional transformation that xes [z[ = R, compose it with some of the

maps we know, and try to get the result to x 3 points, so that the composition

is the identity.

Suppose that is a linear fractional transformation that xes [z[ = R as

a set. Let e

i

= (R)/R, so z e

i

(z) xes the point z = R. Let a =

e

i

(0)/R and

(z) =

Rz aR

2

R az

.

Then z (e

i

(z)) xes 0 and R, and also xes [z[ = R as a set. Since the

mapping of reection in a circle depends only on the circle, this map must pre-

serve pairs of points that are symmetric under reection in [z[ = R. Now

0, has such reective symmetry and (e

i

(0)) = 0, so we conclude

(e

i

()) = . Thus we have a linear fractional transformation xing

three points, which we know is the identity, and so (e

i

(z)) = z, from

which (z) = e

i

1

(z). It is easy to compute that

1

(z) =

Rz +aR

2

R +az

.

We have thus shown that

(z) = e

i

Rz +aR

2

R +az

.

3.3.3.7. Find a linear transformation which carries [z[ = 1 and [z

1

4

[ =

1

4

into concentric circles. What is the ratio of the radii?

Solution:

If we had a linear fractional transformation taking [z[ = 1 and [z

1

4

[ =

Selected Homework Solutions 155

1

4

to concentric circles, then by composing with a translation to move their

common center to 0 and a dilation we could assume that the linear fractional

transformation preserves the unit circle; note that neither operation aects the

ratio of radii of the image circles. By Exercise 3.3.3.5 with R = 1, such a map

is of the form

z e

i

z a

1 az

= f(z), [a[ , = 1.

The rotation preserves both the concentric property and the ratio of radii, so

we are free to choose it, for example by setting = 0. Now observe that the

initial and nal congurations are mapped to themselves by z z, so

g(z) = f(z) = e

i

z a

1 az

also preserves [z[ = 1 and takes [z

1

4

[ =

1

4

to a circle with center at 0. If the

image of [z

1

4

[ =

1

4

under f is [z[ = r, it follows from Exercise 3.3.3.5 that

f g

1

(z) =

z+a

1+az

a

1 a

z+a

1+az

=

(1 a

2

)z + (a a)

(1 [a[

2

) + (a a)z

=

1 a

2

1 [a[

2

z +

aa

1a

2

1 +

aa

1|a|

2

z

is a linear fractional transformation xing [z[ = r, so is of the form

z e

i

rz +r

2

b

r +bz

.

We conclude that a R. Knowing this, we see that f preserves R, and therefore

that f(0) and f(

1

2

) are the points r. This gives us that simultaneously a =

r and (

1

2

a)/(1

a

2

) = r, which we reduce to r

2

4r+1 = 0, or (nding only

solutions with r > 0), a = r = 2

to map [z

1

4

[ =

1

4

to [z[ = r, and it remains to see they are sucient. But f is

a linear fractional transformation so maps circles to circles; by construction the

image of [z

1

4

[ =

1

4

passes through r, and since a R the image is mapped

to itself by z z, so it is [z[ = r. We have therefore determined that the map

is one of

z e

i

z a

1 az

for a = 2

3 : 1 = 1 :

2 +

3.

3.3.3.8. Find a linear transformation which carries [z[ = 1 and Re(z) = 2

156 Homework Set 4

into concentric circles. What is the ratio of the radii?

Solution:

We are now asked to repeat this problem for [z[ = 1 and x = 2. All of the

same arguments apply to say that the map is

z e

i

z a

1 az

for a R. The points z = 2 and z = are invariant under z z, so go to

r. Computing as in the previous problem we nd again r = 2

3, but with

a =

1

r

= 2

1

z

takes the

circle in 3.3.3.7 to the line in this problem (to see this, note what happens to 0

and and that the symmetry under z z is preserved), so the whole problem

is obtained from 3.3.3.7 by composition with z

1

z

.

3.4.2.2. Map the region between [z[ = 1 and [z

1

2

[ =

1

2

on a half plane.

Solution:

The circles intersect at z = 1 and are parallel there, so any linear fractional

transformation mapping 1 to will give us the region between two circles that

intersect at with zero angle, meaning a strip between two parallel lines. There

are many linear fractional transformations taking 1 to , but it is convenient

to take one that maps one of the circles to the real axis; for example

z i

z + 1

z 1

takes [z[ = 1 to R because it takes 1 to 0 and i to 1. The image of the other

line must have the form z = x + ic for a constant c; by computing 0 i we

nd c = i. Now we can multiply by and exponentiate to get the upper

half plane. Our nal map is

z exp

_

i

z + 1

z 1

_

.

3.4.2.3. Map the complement of the arc [z[ = 1, Im(z) 0 on the outside

of the unit circle so the that points at correspond to each other.

Solution:

The arc [z[ = 1, y 0 can be mapped to a segment on the real line by a

Selected Homework Solutions 157

linear fractional transformation, and we know how to map the complement of

a segment on the complement of the unit disc (or rather we know how to map

the complement of the unit disc on the complement of the segment [2, 2] using

the map z z + z

1

). For the rst step we should take a point on [z[ = 1 to

, and since it is convenient to make the image segment symmetric around 0

we may as well take i to 0 and i to . After multiplying by 2 so our arc goes

to [2, 2], the map is z 2i

zi

z+i

.

Now the trickier issue is how to invert z z + z

1

. Formally using the

quadratic equation the inverse is z

1

2

(z

z

2

4), but we have to make

sense of the square root. If z

2

4 mapped the complement of [2, 2] to the

complement of a ray connecting 0 and we could use a version of the usual

square root, but it does not the image in this case is the complement of the

interval [4, 0]. However, we can do whatever algebraic manipulation we desire

to the expression for the formal inverse and still have a formal inverse. Knowing

that we want the bit inside the square root to omit a ray from 0 to (preferably

the negative real axis) and that right now what is in there omits [4, 0], tends

to suggest we should divide by either z or z 2 to move an endpoint to . A

little playing with the formula yields a dierent formal expression for the inverse

branches

f

(z) =

z

2

_

1

_

1 4/z

2

_

in which 14/z

2

is easily seen to omit the negative real axis (and the ray (2, )

on the positive real axis). We can therefore use the usual denition of

taking

C (, 0] to the right half plane. The result is that the branches f

(z) are

each well dened on the complement of [2, 2].

Now note that the two branches of the inverse map either to the interior

or the exterior of the unit disc, and that we want the one which maps to the

exterior. We can verify that the desired one is

z

2

(z +

1 4z

2

) by observing

that it has image converging to as z .

Our nal result is therefore that

z

1

2

_

2i

z i

z +i

_

_

1 +

_

1

4(z +i)

2

4(z i)

2

_

1/2

_

=

1 +iz

z +i

_

1 +

_

1 +

(z +i)

2

(z i)

2

_

1/2

_

where we readily determine that for z not on our arc, 1 +

(z+i)

2

(zi)

2

is not on the

negative real axis.

3.4.2.7. Map the outside of the ellipse (

x

a

)

2

+ (

y

b

)

2

= 1 onto [w[ < 1 with

158 Homework Set 4

preservation of symmetries.

Solution:

We wish to map the exterior of an ellipse on the interior of the unit disc

with preservation of symmetries, those being z z and z z. Recall that in

studying the map z z+z

1

= f(z) we saw that the circle z = re

i

, is mapped

to z = x+iy with x = (r +r

1

) cos and y = (r r

1

) sin , which is an ellipse

centered at 0 with semi-major axis along the real line and of length a = r +r

1

and semi-minor axis along the imaginary axis and of length b = [r r

1

[; this is

the ellipse (x/a)

2

+ (y/b)

2

= 1, a > b. The map also preserves the symmetries

of the ellipse, in that f(z) = f(z) and f(z) = f(z).

The map z f(z) is a double covering; if r > 1 then both [z[ > r and

[z[ < 1/r are mapped onto the the exterior of the ellipse. It is easy to see that

when r > 1 we should have r = (a b)/2 and thus 1/r = 2/(a b). The

inverse map has two branches z

z

2

(1

1 4z

2

) which were discussed in

the previous problem. Here we need the branch z

z

2

(1

1 4z

2

) which

maps the exterior of the ellipse to the interior of the disc of radius 2/(a b).

There are only a few more diculties. The rst is that we need the ellipse to

have a > b, so that a preliminary rotation is needed if b > a. The second is

that we need r = (a b)/2 > 1 in the above analysis. To ensure that this is the

case it is convenient to perform a preliminary dilation, for example one ensuring

that r = 2. Then the inverse branch of f will map to the disc [z[ < 1/2, and an

additional dilation will bring us to [z[ < 1. At this point it is simplest to split

into cases.

Case 1: a > b. Then (x/a)

2

+ (y/b)

2

= 1 has its longer axis along the real

line. We perform the dilation

z

4z

a b

,

so that the length of the semi-major axis becomes 4a/(a b) and of the semi-

minor axis becomes 4b/(a b); the exterior of this is the image of [z[ < 1/2

under f(z), so applying

z

z

2

(1

_

1 4z

2

)

takes it to [z[ < 1/2 and dilating by a factor of 2 gives [z[ < 1. The result is

z 2

4z

2(a b)

_

1

_

1

4(a b)

2

16z

2

_

1/2

_

=

4z

a b

_

1

_

1

(a b)

2

4z

2

_

1/2

_

Selected Homework Solutions 159

Case 2: b > a. We can use the same argument as above, but must rst

rotate by /2 to get the semi-major axis along the real line, and must undo this

at the end. The maps are

z iz

4iz

b a

,

then the inverse branch, then dilation by 2 and rotation by i, resulting in

z 2i

4iz

2(b a)

_

1

_

1

4(b a)

2

16z

2

_

1/2

_

=

4z

b a

_

1

_

1 +

(a b)

2

4z

2

_

1/2

_

Case 3: b = a. Here we have just the circle [z[ = a = b, so we can scale by

z z/a to the unit circle and invert to map the exterior to the interior. The

resulting map is

z

a

z

.

10.5 Homework Set 5

4.1.3.2. Compute

_

|z|=r

x dz =

_

|z|=r

Re(z) dz,

for the positive sense of the circle, in two ways: rst, by use of a parameter,

and second, by observing that x =

1

2

(z +z) =

1

2

(z +

r

2

z

) on the circle.

Solution:

Using the parametrization, z = re

i

, so z = x+iy with x = r cos , y = r sin

we have

_

|z|=r

x dz =

_

2

0

r cos ire

i

d

= ir

2

_

2

0

cos

2

+i cos sin d

= ir

2

_

2

0

1

2

(cos 2 + 1) d r

2

_

2

0

1

2

sin 2 d

= ir

2

.

Using

x =

1

2

(z +r

2

z

1

)

160 Homework Set 5

as suggested in the text we use that

_

|z|=r

z dz = 0

by equation (11) on pg 107 and

_

|z|=r

1

z

dz = 2i

by the following discussion to conclude

_

|z|=r

x dz = ir

2

.

4.1.3.3. Compute

_

|z|=2

dz

z

2

1

for the positive sense of the circle.

Solution:

The function (z

2

1)

1

does not have an antiderivative on the disc [z[ 2,

so we cannot directly apply the results from section 3.3. Since we do not yet

have the Cauchy theorem, we must integrate directly using a parameter. This is

messy, but the point is to get you to appreciate the Cauchy theorem and residue

calculus once we have them. Take z = 2e

i

, so the integral is

_

2ie

i

4e

2i

1

d =

_

2ie

i

(4e

2i

1)

(4e

2i

1)(4e

2i

1)

d

=

_

8ie

i

2ie

i

17 8 cos 2

d

=

_

6i cos + 10 sin

17 8 cos 2

d.

The real part of the integral has an antisymmetric integrand on a symmetric in-

terval so is zero. For the imaginary part we note from symmetry and periodicity

Selected Homework Solutions 161

of cosine that

_

cos

17 8 cos 2

d =

_

0

2 cos

17 8 cos 2

d

=

_

/2

0

2 cos

17 8 cos 2

d +

_

/2

2 cos

17 8 cos 2

d

=

_

/2

0

2 cos

17 8 cos 2

d +

_

0

pi/2

2 cos( )

17 8 cos(2 2)

(d)

=

_

/2

0

2 cos

17 8 cos 2

d +

_

/2

0

2 cos()

17 8 cos(2)

d

= 0

so that the whole integral is zero.

4.1.3.6. Assume that f(z) is analytic and satises the inequality [f(z)1[ <

1 in a region . Show that

_

(z)

f(z)

dz = 0

for every closed curve in . (The continuity of f

Solution:

We know that f

well dened. Suppose then that [f(z) 1[ < 1 for z . We know that log is a

single-valued analytic function on C (, 0], with derivative z

1

. Since the

values of f avoid (, 0] it follows that log f is well dened and analytic, with

derivative (by the chain rule) f

of an analytic function on and by the result on page 107 the integral around

any closed curve in is zero.

4.1.3.8. Describe a set of circumstances under which the formula

_

log(z) dz = 0

is meaningful and true.

Solution:

In order that

_

that lies in a region where log z is a single-valued function (otherwise the

integral is not well-dened). We know = C(, 0] is such a region (in fact,

162 Homework Set 6

so is the complement of any connected set containing 0 and ). Now we might

hope to nd that

_

is the derivative of an analytic function. Since we know that (log z)

= z

1

on

, it is easy to check that (z log z z)

suitable condition is that is a closed curve in .

4.2.2.1. Compute

_

|z|=1

e

z

z

dz.

Solution:

Using Cauchys integral formula we have

_

|z|=1

e

z

z

dz = 2ie

0

= 2i.

4.2.2.2. Compute

_

|z|=2

dz

z

2

+ 1

using partial fractions decomposition.

Solution:

Writing

1

z

2

+ 1

=

1

(z +i)(z i)

=

1

2i

_

1

z i

1

z +i

_

we can apply the Cauchy integral formula to each of the below integrals

_

|z|=2

1

z

2

+ 1

dz =

1

2i

_

|z|=2

1

z i

dz

1

2i

_

|z|=2

1

z +i

dz = = 0.

Compare this to exercise 4.1.3.3 above!

10.6 Homework Set 6

4.2.3.1. Compute

_

|z|=1

e

z

z

n

dz,

_

|z|=2

z

n

(1 z)

m

dz,

_

|z|=

[z a[

4

[dz[, ([a[ , = ).

Solution:

Selected Homework Solutions 163

(a) By the Cauchy formula for derivatives,

_

|z|=1

z

n

f(z) dz =

2if

(n1)

(z)

(n 1)!

provided f is analytic in the unit disc. Applying this to f(z) = e

z

gives

_

|z|=1

z

n

e

z

dz =

2i

(n 1)!

.

(b) If n and m are both non-negative then the integrand in

_

|z|=2

z

n

(1 z)

m

dz

is a polynomial, hence analytic, and so the integral is zero by the Cauchy for-

mula. If n is negative and m non-negative then our previous reasoning says the

result is 2if

(|n|1)

(0)/([n[1)! for f(z) = (1z)

m

, which is 0 if m < [n[1 and

2i(1)

|n|1

_

m

|n|1

_

otherwise. Similarly, if n is non-negative and m negative

then we get 0 if n < [m[ 1 and

2ig

(|m|1)

(1)

([m[ 1)!

= 2i

_

n

[m[ 1

_

otherwise (with g(z) = z

n

). If both m and n are negative it is a little more

work, basically because we do not have the Cauchy formula for general curves,

so cannot reduce to a circle around 0 and another around 1. However there is a

still a relatively quick argument of the same type as above. We may use partial

fractions to write z

n

(1 z)

m

= P(z)z

n

+Q(z)(1 z)

m

, where P has degree at

most [n[ 1 and Q has degree at most [m[ 1; note that

P(z)(1 z)

m

+Q(z)z

n

= 1.

Integrating the P(z)z

n

term gives 2iP

(|n|1)

(0)/([n[ 1)!, which is just 2i

times the leading coecient p of P(z). Similarly integrating the Q(z)(1 z)

m

term gives (1)

m

2i times the leading coecient q of Q. These leading terms

give the power of z

mn1

in P(z)(1 z)

m

+ Q(z)z

n

to be (1)

m

(p + q),

and this must be zero because m, n < 0 implies mn 2, so mn1 1.

164 Homework Set 6

We may summarize our results as

_

|z|=2

z

n

(1 z)

m

dz =

_

_

2i(1)

n1

_

m

n1

_

if n < 0 and m n 1

2i

_

n

m1

_

if m < 0 and n m1

0 otherwise.

(c) We write [z a[

2

= (z a)(z a) = (z a)

_

(

2

/z) a

_

on [z[ = and

use the fact that on z = e

i

we have [dz[ = d and dz = ire

i

d = iz d, so

[dz[ = (dz/iz). Thus the integral is

_

|z|=

[z a[

4

[dz[ =

_

|z|=

1

(z a)

2

_

2

z

a

_

2

iz

dz

=

i

_

|z|=

z

(z a)

2

(

2

az)

2

dz.

Now by assumption, [a[ , = . The integrand has singularities at z = a and

z =

2

/a, which are reection-symmetric in the circle [z[ = , so only one is

inside the circle. The Cauchy formula then says that the integral is 2f

(a)

with f(z) = z/(

2

az)

2

if [a[ < , which evaluates to 2(

2

+[a[

2

)/(

2

[a[

2

)

3

.

Similarly if [a[ > it becomes 2g

(

2

/a) with g(z) = z/(a)

2

(z a)

2

, which is

the negative of the previous answer. Summarizing

_

|z|=

[z a[

4

[dz[ =

_

_

2(

2

+[a[

2

)

(

2

[a[

2

)

3

if [a[ <

2(

2

+[a[

2

)

(

2

[a[

2

)

3

if [a[ > .

4.2.3.2. Prove that a function which is analytic in the whole plane and

satises an inequality [f(z)[ < [z[

n

for some n and all suciently large [z[

reduces to a polynomial.

Solution:

We assume f is globally analytic and there is C so [f(z)[ C[z[

n

for all

suciently large [z[. Let P(z) be the (n 1)

th

order Taylor polynomial of f(z)

at 0, so f(z)P(z) has a zero of order n at 0 and therefore f(z)P(z) = z

n

g(z)

for some globally analytic g(z). Since P is an order n 1 polynomial we have

Selected Homework Solutions 165

[P(z)[/[z[

n

1 for all suciently large [z[; using the hypothesis we get

[g(z)[

[f(z)[

[z[

n

+

[P(z)[

[z[

n

C + 1

for all suciently large [z[, whence continuity of g implies it is bounded and

Liouvilles theorem implies it is a constant a. Thus f(z) = az

n

+ P(z) is a

polynomial of degree at most n.

4.2.3.5. Show that the successive derivatives of an analytic function at a

point can never satisfy [f

(n)

(z)[ > n!n

n

. Formulate a sharper theorem of the

same kind.

Solution:

Suppose f is analytic at z

0

. Let g(z) = f(z) f(z

0

). If n 1 is an integer

and r > 0 is suciently small (so f is analytic on [z[ r), then by the Cauchy

formula

f

(n)

(z

0

)

g

(n)

(z

0

)

n!

2i

_

|zz0|=r

g(z)

(z z

0

)

n+1

dz

n!

r

n

max

|zz0|=r

[g(z)[

=

n!

r

n

max

|zz0|=r

[f(z) f(z

0

)[.

Putting r = 1/n we see that

n!n

n

f

(n)

(z

0

)

max

|zz0|=1/n

[f(z) f(z

0

)[ 0

as n . This is strictly stronger than the statement that

f

(n)

(z

0

)

> n!n

n

cannot occur for an unbounded sequence of n N.

4.3.2.1. If f(z) and g(z) have the algebraic orders h and k at z = a, show

that fg has the order h+k, f/g the order hk, and f +g an order which does

not exceed max(h, k).

Solution:

166 Homework Set 6

The algebraic order of f at a is dened to be that h such that

lim

za

[z a[

[f(z)[ =

_

_

_

< h

0 > h.

If f has order h and g has order k at z = a, then it is immediate that

[z a[

[f(z)g(z)[ =

for < h +k and = 0 for > h +k, so the order of f(z)g(z) is h +k. It is also

easy to see that the order of 1/g is k; combining these results we see that the

order of f(z)/g(z) is h k.

To see that the order of f + g cannot exceed maxh, k it suces to note

that [z a[

[f(z) +g(z)[ [z a[

[f(z)[ +[z a[

[g(z)[ 0 as z a, by the

triangle inequality.

4.3.2.3. Show that the functions e

z

, sin z, and cos z have essential singular-

ities at .

Solution:

The map e

z

takes any innite horizontal strip of width 2 to C 0, so it

takes any punctured neighborhood [z[ > R of to C 0. It follows that e

z

does not have a limit in

C as z , and therefore that the isolated singularity

of e

z

at is essential. Similar arguments apply to cos z and sin z. All we need

verify is that the image of [z[ > R cannot converge in

C as R , which is

true for cos because it maps all lines z = 2k + iy onto [0, ) R and for sin

because it maps the same lines onto the imaginary axis.

4.3.2.5. Prove that an isolated singularity of f(z) is removable as soon as

either Re(f(z)) or Im(f(z)) is bounded above or below. Hint: Apply a fractional

linear transformation.

Solution:

Suppose f has an isolated singularity at a, so f is analytic on 0 < [z

a[ < . If either Re f or Imf is bounded on this punctured disc, then the

image of the punctured disc cannot be dense in C, so the Casorati-Weierstrass

theorem implies the singularity cannot be essential. The singularity is therefore

removable or a pole. However, if it is a pole then f(z) = (z a)

k

g(z) for some

Selected Homework Solutions 167

k N and g analytic on [z a[ < with g(a) ,= 0. Then we can easily verify

that both Re f and Imf are unbounded on 0 < [z a[ < as follows. Take

z = a + re

i

, so f(z) = r

k

e

ik

g(z). For r > 0 so small that [g(z) g(a)[ <

[g(a)[/2 and chosen so e

ik

g(a) is real we have Re f(z) r

k

[g(a)[/2. A

similar argument works for the imaginary part. It follows that the singularity

cannot be a pole, so it must be removable.

4.3.2.6. Show that an isolated singularity of f(z) cannot be a pole of

exp(f(z)). Hint: f and e

f

cannot have a common pole (why?). Now apply

Theorem 9.

Solution:

Let f have an isolated singularity at a, so f is analytic on 0 < [z a[ < .

Consider g(z) = e

f(z)

, which also has an isolated singularity at a. Suppose the

singularity of g(z) is a pole. Then lim

za

[g(z)[ = , and [g(z)[ = e

Re f(z)

, so

lim

za

Re f(z) = . In particular, f(z) is unbounded on 0 < [z a[ < , so

the singularity of f is not removable. Also, f(z) omits a left half-plane, so the

Casorati-Weierstrass theorem implies the singularity of f cannot be essential.

Thus f has a pole at a. Reasoning as in the previous question we see that for

any suciently small r > 0, the image of any 0 < [z a[ < r under f covers

a set of the form [z[ > R. However the exponential map takes any horizontal

innite strip of height 2 to C0. Since a region of the form [z[ > R contains

such a horizontal strip we conclude that g maps any 0 < [z a[ < r to all of

C0, contradicting the assumption that g has a pole at a. We conclude that

if f(z) has an isolated singularity at a then e

f(z)

cannot have a pole at a.

10.7 Homework Set 7

4.3.3.1. Determine explicitly the largest disk about the origin whose image

under the mapping w = z

2

+z is one-to-one.

Solution:

Observe that f(0) = 0 and f

borhood of 0. Also f(z) is not injective on [z[ < 2, because f(0) = f(1) = 0.

It follows that R = supr : f is injective on [z[ < r is positive and nite.

168 Homework Set 7

One easy way to nd R is by direct computation. The roots of f(z) are

z =

1

2

_

1 + 4

2

2

,

so they are at opposite points of a diameter of a circle radius

s =

_

1 + 4

2

2

around

1

2

. One of these points has real part less than

1

2

, so is distance at

least

1

2

from 0. We conclude that no open disc [z[ < r with r

1

2

contains two

roots of f(z) . Moreover if r >

1

2

we may choose to make s so small that

[z

1

2

[ < s is inside [z[ < r, at which point there will be two roots of f(z)

in [z[ < r. This proves that R =

1

2

.

A more general approach is to rst recognize that an analytic f cannot

be injective on an open set containing a critical point. The reason is that if

f

(z

0

) = 0, then f(z) f(z

0

) has a zero of some order n 2 at z

0

. The

argument principle then says that if w is suciently close to f(z

0

), the function

f(z) w must have n simple roots in a neighborhood of z

0

, so f cannot be

injective. (See book, top of page 132.) For our problem, the critical point is at

2z + 1 = f

(z) = 0, so z =

1

2

and we discover R

1

2

.

Now if f is a polynomial, then we know that all critical points lie in the

convex hull of the roots (see Theorem 1 on page 29 of the book). So if we have a

polynomial f of degree n and a w so f(z)w has n roots (counting multiplicity)

in [z[ < r, then f also has a critical point in [z[ < r. In the situation we face,

with n = 2, we discover that if there are 2 roots of f(z) in [z[ < r then

r >

1

2

. Thus R

1

2

, and we conclude R =

1

2

.

It is interesting to think how, if at all, this idea could be generalized.

4.3.3.4. If f(z) is analytic at the origin and f

of an analytic g(z) such that f(z

n

) = f(0) +g(z)

n

in a neighborhood of 0.

Solution:

We are given f analytic at 0 and f

(0) ,= 0. Then

f(z) f(0) = zh(z)

with h analytic at 0 and h(0) = f

Selected Homework Solutions 169

around 0 which is so small that h is analytic on this disc and

[h(z) h(0)[ < [h(0)[

for z U. This condition on h implies log h(z) and hence k(z) = h(z)

1/n

are

well-dened (single-valued) analytic functions on U, from which

f(z

n

) = f(0) +z

n

h(z

n

) = f(0) +

_

zk(z

n

)

_

1/n

on U, so taking g(z) = zk(z

n

) completes the proof.

10.8 Homework Set 8

4.3.4.1. Show by use of

M(f(z) w

0

)

M

2

w

0

f(z)

R(z z

0

)

R

2

z

0

z

,

or directly, that [f(z)[ 1 for [z[ 1 implies

[f

(z)[

(1 [f(z)[

2

)

1

1 [z[

2

.

Solution:

Suppose [f(z)[ 1 on [z[ 1 and f analytic. Fix z

0

in the open unit disc

and let w

0

= f(z

0

). Using a composition of fractional linear transformations

and the Schwarz lemma, it is proved in the book that

f(z) w

0

1 w

0

f(z)

z z

0

1 z

0

z

. (10.1)

With a little rewriting we can extract f

(z

0

):

[f

(z

0

)[

1 [f(z)[

2

= lim

zz0

f(z) w

0

(z z

0

)(1 w

0

f(z))

lim

zz0

1

1 z

0

z

=

1

1 [z

0

[

2

(10.2)

and z

0

was an arbitrary point in the disc, so the estimate is valid for all [z

0

[ < 1.

170 Homework Set 8

4.3.4.2. If f(z) is analytic and Im(f(z)) 0 for Im(z) > 0, show that

[f(z) f(z

0

)[

[f(z) f(z

0

)[

[z z

0

[

[z z

0

[

and

[f

(z)[

Im(f(z))

1

Im(z)

.

Solution:

Suppose f is non-constant analytic and Imf(z) 0 if Imz 0. Composition

with a fractional linear map gives a map from the unit disc to itself to which

we can apply the Schwarz lemma. Specically, for any z

0

with Imz

0

> 0 we

set w

0

= f(z

0

) and have Imw

0

> 0 by the maximum principle. For in the

upper half-plane let g

(z) =

z

z

so g

1

z0

maps the unit disc to the upper half-

plane with 0 z

0

and g

w0

maps the upper half-plane to the unit disc with

w

0

0. Thus g

w0

f g

1

z0

takes the unit disc to itself and xes 0, whence

[g

w0

f g

1

z0

(z)[ [z[ by the Schwarz lemma, and so [g

w0

f(z)[ [g

z0

(z)[.

Substituting gives

f(z) f(z

0

)

f(z) +f(z

0

)

z z

0

z +z

0

. (10.3)

As in the previous question, we can obtain a bound for [f

(z

0

)[ by dividing

both sides of the previous equation by [z z

0

[ and sending z z

0

. Since

z +z = 2 Imz, we obtain

[f

(z

0

)[

Imf(z

0

)

1

Imz

0

(10.4)

valid at all points in the upper half-plane.

4.3.4.3. In Exercises 4.3.4.1 and 4.3.4.2, prove that equality implies that

f(z) is a linear transformation.

Solution:

Let

F(z) =

(f(z) w

0

)(1 z

0

z)

(z z

0

)(1 w

0

f(z))

.

Then F is analytic on the open unit disc except for a removable singularity at

z

0

, and (10.1) says [F(z)[ 1. If equality holds in (10.2) then [F(z

0

)[ = 1, so

the maximum principle implies F is constant of modulus 1, which we may write

as e

i

, [0, 2). Multiplying out gives that f(z) = h

1

w0

(e

i

h

z0

(w)) where

Selected Homework Solutions 171

h

=

z

1z

.

Similarly, if we let

G(z) =

(f(z) w

0

)(z +z

0

)

(z z

0

)(f(z) +w

0

)

then we obtain a function analytic on Imz > 0 except for the removable sin-

gularity at z

0

, and [G(z)[ 1 by (10.3). Equality in (10.4) implies G e

i

for some [0, 2) by the same maximum principle argument as before, and

inverting the maps we have f(w) = g

1

w0

(e

i

g

z0

(w)) with g as in the previous

exercise.

In either of these two cases we see that f is a composition of fractional linear

maps, so is fractional linear.

4.4.7.3. Show that the bounded regions determined by a closed curve are

simply connected, while the unbounded region is doubly connected.

Solution:

Let be a closed curve. Its complement is open, so the connected compo-

nents of the complement are open, and there are thus at most countably many

of them. Label them U

j

j=0

, and let U

0

be the unique unbounded one; it is

unique because compactness of implies the complement of some large disc is

in C , and this is a connected set so is contained in a single component.

For each j, let V

j

=

C U

j

and observe

V

j

=

_

k=j

U

j

.

As these sets are connected, each must lie in exactly one component of V

j

.

However connectivity of U

k

implies connectivity of its closure, which intersects

, so all U

k

and must lie in a single component of V

j

. Moreover if j ,= 0 then

U

0

V

j

and is its closure, so is in this same component of V

j

. We conclude

that if j ,= 0 then V

j

has only one component, so U

j

is simply connected by

denition. Also V

0

has at most two components, one being and the other

_

j1

U

j

.

Taking r so [z[ = r does not intersect , we see that the disjoint open sets [z[ > r

and [z[ < r separate V

0

into these two components, so V

0

is doubly connected.

172 Homework Set 8

4.4.7.5. Show that a single-valued analytic branch of

1 z

2

can be de-

ned in any region such that the points 1 are in the same component of the

complement. What are the possible values of

_

dz

1 z

2

over a closed curve in the region?

Solution:

Let be a region not intersecting a connected set E with 1 E. If (z)

is a globally analytic function such that

f(z) =

1 z

2

((z))

2

maps E to a connected region containing 0, then f has a well-dened loga-

rithm and therefore well-dened roots on on Cf(E). Provided f() does not

intersect f(E) we may dene a single-valued analytic function

1 z

2

on by

_

1 z

2

= (z)

1 z

2

((z))

2

and it is a legitimate branch of the square root because squaring both sides

leads to an equality.

It remains to nd such a (z), but writing 1 z

2

= (1 z)(1 +z) immedi-

ately suggests (z) = (1 + z), as then f(z) =

1z

1+z

, which is a fractional linear

transformation with 1 and 1 0, from which f(E) is a connected set

containing 0 and . Our denition is then

_

1 z

2

= (1 +z)

_

1 z

1 +z

.

Now consider the integral

_

dz

1 z

2

=

_

1

(1 +z)

_

1z

1+z

dz

where is a closed curve in a component of C E. The integrand has no

singularities in this component, so if does not wind around any point of E

then the integral is zero. In particular if E then cannot wind around E,

Selected Homework Solutions 173

so the integral is zero in this case.

We therefore suppose that E is bounded and take r > 0 so large that E

z : [z[ < r. In this case the winding number n(, z) is a constant 2iN on E

and is homologous in the unbounded component of C E to N

r

, where

r

is the circle of radius r around 1. The Cauchy theorem then implies

_

dz

1 z

2

= N

_

r

1

(1 +z)

_

1z

1+z

dz

= N

_

2

0

ire

i

d

re

i

_

2

re

i

1

= iN

_

2

0

d

_

2

re

i

1

It is tempting at this point to attempt to use the residue theorem, but that

theorem is valid only for isolated singularities, and our square root has singu-

larities along a connected set joining 1. Instead we observe that we may take

r without changing the value of the integral. We nd that the integrand

converges to 1/

knowing more about the set E; draw some pictures to see why). Therefore the

possible values of the integral are 2N, or any element of 2Z.

4.5.2.1. How many roots does the equation z

7

2z

6

+6z

3

z +1 = 0 have

in the disk [z[ < 1? Hint: Look for the biggest term when [z[ = 1 and apply

Rouches theorem.

Solution:

Let f(z) = z

7

2z

6

z +1. Then [f(z)[ 5 on [z[ = 1, so Rouches theorem

implies 6z

3

+f(z) has the same number of roots as 6z

3

in the unit disc, namely

three.

4.5.2.2. How many roots of the equation z

4

6z +3 = 0 have their modulus

between 1 and 2?

Solution:

We use Rouches theorem twice. For [z[ = 2, [z

4

[ = 16 > [ 6z + 3[, so

z

4

6z + 3 has 4 roots in [z[ 2. For [z[ = 1, [6z[ = 6 > [z

4

+ 3[, so there is

one root in [z[ 1. We conclude that there are 3 roots in 1 < [z[ < 2.

174 Homework Set 9

10.9 Homework Set 9

4.5.3.1. Find the poles and residues of the following functions:

(a)

1

z

2

+ 5z + 6

, (b)

1

(z

2

1)

2

, (c)

1

sin z

, (d) cot z,

(e)

1

sin

2

z

, (f)

1

z

m

(1 z)

n

, m, n N.

Solution:

(a)

f(z) =

1

z

2

+ 5z + 6

=

1

(z + 2)(z + 3)

which has

a pole of order 1 at z = 2 with residue lim

z2

(z + 2)f(z) = 1

a pole of order 1 at z = 3 with residue lim

z3

(z + 3)f(z) = 1

(b)

f(z) =

1

(z

2

1)

2

=

1

(z 1)

2

(z + 1)

2

which has

a pole of order 2 at z = 1 with residue lim

z1

d

dz

(z 1)

2

f(z) =

1

4

a pole of order 2 at z = 1 with residue lim

z1

d

dz

(z + 1)

2

f(z) =

1

4

(c) f(z) =

1

sin z

has poles at the zeros of sin z, so at the points k, k

Z. These zeros are simple, because f

consequently the poles are simple. The residue at k may be computed by

LHopitals rule

lim

zk

z k

sin z

= lim

zk

1

cos z

= (1)

k

so that f(z) has simple poles with residue (1)

k

at each k, k Z.

(d) As cos z is entire, f(z) = cot z =

cos z

sin z

can only have poles at the zeros of

sin z, meaning the points z = k, k Z. Since cos z ,= 0 at these points, there

is a pole at each such point, and since the zeros of sin z are simple the poles are

Selected Homework Solutions 175

also simple. The residue at k is

lim

zk

(z k) cos z

sin z

= cos(k) lim

zk

1

cos z

= 1

so cot z has simple poles with residue 1 at each k, k Z.

(e) f(z) =

1

sin

2

z

has poles at each of the zeros z = k, k Z of sin z.

These zeros are order 1, so the zeros of sin

2

z are order 2. The residues may be

computed using LHopital

lim

zk

d

dz

_

(z k)

2

sin

2

z

_

= lim

zk

2(z k) sin z 2(z k)

2

cos z

sin

3

z

= 2 lim

zk

_

z k

sin z

_

lim

zk

_

sin z (z k) cos z

sin

2

z

_

= 2 lim

zk

_

cos z cos z + (z k) sin z

2 sin z

_

= lim

zk

(z k) = 0.

We determine that f(z) has poles of order 2 at each of the points k, k Z and

has residue zero at each pole.

(f) f(z) = z

m

(1 z)

n

, m, n N has a pole of order m at 0 and a pole of

order n at 1. We may compute the residue at 0 using

lim

z0

1

(m1)!

d

m1

dz

m1

(1 z)

n

=

1

(m1)!

(n +m2)!

(n 1)!

(1 0)

n(m1)

=

_

(n 1) + (m1)

m1

_

=

_

(n 1) + (m1)

n 1

_

The residue at 1 may be computed the same way

lim

z1

1

(n 1)!

d

n1

dz

n1

(z 1)

n

f(z) =

1

(n 1)!

lim

z1

d

n1

dz

n1

(1)

n

z

m

= (1)

n

(1)

n1

(m+n 2)!

(n 1)!(m1)!

(1)

m(n1)

=

_

(n 1) + (m1)

m1

_

=

_

(n 1) + (m1)

n 1

_

so we conclude that f has a pole of order m at zero with residue

_

(n1)+(m1)

n1

_

and a pole of order n at 1 with residue

_

(n1)+(m1)

n1

_

. It is worth noting that

this is consistent with exercise 4.2.3.1(b).

176 Homework Set 9

4.5.3.3. Evaluate the following integrals by the method of residues:

(a)

_

/2

0

dx

a + sin

2

x

, [a[ > 1, (b)

_

0

x

2

dx

x

4

+ 5x

2

+ 6

,

(c)

_

x

2

x + 2

x

4

+ 10x

2

+ 9

dx, (d)

_

0

x

2

dx

(x

2

+a

2

)

2

, a R,

(e)

_

0

cos x

x

2

+a

2

dx, a R, (f)

_

0

xsin x

x

2

+a

2

dx, a R,

(g)

_

0

x

1/3

1 +x

2

dx, (h)

_

0

log x

1 +x

2

dx,

(i)

_

0

log(1 +x

2

)

dx

x

1+

, 0 < < 2.

Try integration by parts in part (i).

Solution:

There are a few things we will use repeatedly in computing these integrals.

The curve

R

will be the semicircle [z[ = R in the upper half-plane, with the

usual (increasing angle) orientation. For R, S, T (0, ) we also let

1

= S +iy : 0 y T,

2

= x +iT : R x S,

3

= R +iy : 0 y T,

oriented such that

1

+

2

+

3

and the interval [R, S] R form a positively

oriented closed curve. We will frequently use that (A) if the integrand f(x) is

bounded by [x[

2

as [x[ then

_

= lim

R

_

R

R

f(x) dx,

and (B) if the integrand f(z) is bounded by [z[

2

as [z[ then

lim

R

_

R

f(z) dz = 0.

Selected Homework Solutions 177

4.5.3.3(a). Note that sin

2

x = sin

2

(x) = sin

2

( x) = sin

2

( +x) implies

_

/2

0

dx

a + sin

2

x

=

1

4

_

2

0

dx

a + sin

2

x

and this may be seen as an integral on the unit circle with respect to the angle

dx = dz/iz where sin z = (z z

1

)/2i. Thus

_

/2

0

dx

a + sin

2

x

=

1

4

_

|z|=1

1

a +

_

(z z

1

)/2i

_

2

dz

iz

.

We simplify

_

(z z

1

)/2i

_

2

= (2z)

2

(z

4

2z

2

+ 1) and nd the integrand

becomes

4iz

z

4

(2 + 4a)z

2

+ 1

.

At this point we can make our lives a little easier by making the substitution

w = z

2

. Notice that when z winds once around the unit circle, w winds around

twice. We therefore nd

_

/2

0

dx

a + sin

2

x

=

1

2

_

|w|=1

2i

w

2

(2 + 4a)w + 1

dw = i

_

|w|=1

dw

w

2

(2 + 4a)w + 1

.

Now we would like to say that the poles of w

2

(2 + 4a)w + 1 are at

w

= 1 + 2a 2

_

a

2

+a

by the quadratic formula, but this requires that we make sense of the square

root. Fortunately, [a[ > 1 by hypothesis, so [1/a[ < 1 and

_

1 + (1/a) is well-

dened. We may therefore dene an analytic branch of

a

2

+a by

a

2

+a =

a

_

1 + (1/a), obtaining w

= 1 +2a 2a

_

1 + (1/a). By construction, each of

w

1

)

2

/4, evaluated at a.

Since w (w+w

1

)

2

/4 takes the unit circle to the interval [1, 1], and [a[ > 1,

we see that [w

also follows that only one of w

can lie inside the unit disc, and that which one

does so is independent of a. Taking a (1, ) we readily see [w

[ < 1 and

[w

+

[ > 1, so this must be true for all a. Thus the result of the integration can

178 Homework Set 9

be computed from the residue at the simple pole w

1

w

w

+

=

1

4a

_

1 + (1/a)

.

Finally

_

/2

0

dx

a + sin

2

x

=

2i

2

(4a

_

1 + (1/a))

=

2a

_

1 + (1/a)

.

4.5.3.3(b). Using that the integrand is even and (A), then the residue

theorem, and then (B)

_

0

x

2

dx

x

4

+ 5x

2

+ 6

=

1

2

_

z

2

dz

z

4

+ 5z

2

+ 6

=

1

2

lim

R

_

R

R

z

2

dz

z

4

+ 5z

2

+ 6

= i

j

Res

zj

1

2

lim

R

_

R

z

2

dz

z

4

+ 5z

2

+ 6

= i

j

Res

zj

z

2

z

4

+ 5z

2

+ 6

where the sum is over residues in the upper half-plane. Now

z

4

+ 5z

2

+ 6 = (z

2

+ 2)(z

2

+ 3),

so the integrand has simple poles at z = i

2 and z = i

3. We have

Res(f, i

2) =

2

(2

2i)(1)

,

and

Res(f, i

3) =

3

(1)(2

3i)

,

so the result is

_

0

x

2

dx

x

4

+ 5x

2

+ 6

= i

_

2

2i

+

3

2i

_

= (

2)

2

.

Selected Homework Solutions 179

4.5.3.3(c). By (A), the residue theorem, and (B)

_

x

2

x + 2

x

4

+ 10x

2

+ 9

dx = lim

R

_

R

R

z

2

z + 2

z

4

+ 10z

2

+ 9

dz

= 2i

j

Res

zj

lim

R

_

R

z

2

z + 2

z

4

+ 10z

2

+ 9

dz

= 2i

j

Res

zj

z

2

z + 2

z

4

+ 10z

2

+ 9

where the sum is over residues in the upper half-plane. The zeros of

z

4

+ 10z

2

+ 9 = (z

2

+ 1)(z

2

+ 9)

are at i and 3i; each produces a simple pole in the integrand, and there are

no others. The residue at i is (1 i +2)/(2i)(1 +9) and at 3i is (9 3i +

2)/(9 + 1)(6i), so the result is

_

x

2

x + 2

x

4

+ 10x

2

+ 9

dx = 2i

_

1 i

16i

+

7 + 3i

48i

_

= (3 3i + 7 + 3i)

24

=

5

12

.

4.5.3.3(d). Using that the integrand is even and (A), then the residue

theorem, and then (B)

_

0

x

2

dx

(x

2

+a

2

)

3

=

1

2

_

z

2

dz

(z

2

+a

2

)

3

=

1

2

lim

R

_

R

R

z

2

dz

(z

2

+a

2

)

3

= i

j

Res

zj

1

2

lim

R

_

R

z

2

dz

(z

2

+a

2

)

3

= i

j

Res

zj

z

2

(z

2

+a

2

)

3

where the sum is over residues in the upper half-plane. Factoring

(z

2

+a

2

)

3

= (z +ai)

3

(z ai)

3

, a R,

we see that there is a single pole of order 3 in the upper half-plane, at i[a[. The

180 Homework Set 9

residue there is

lim

z|a|i

d

2

dz

2

z

2

(z +[a[i)

3

=

1

8[a[

3

i

so that the result is

_

0

x

2

dx

(x

2

+a

2

)

3

=

8[a[

3

4.5.3.3(e). Using that the integrand is even and (A), that cos z = Re e

iz

,

then the residue theorem for R = S and T suciently large,

_

0

cos x dx

x

2

+a

2

=

1

2

_

cos z dz

z

2

+a

2

=

1

2

lim

R

Re

_

R

R

e

iz

dz

z

2

+a

2

= i

j

Res

zj

e

iz

z

2

+a

2

1

2

lim

R,T

Re

__

1

e

iz

dz

z

2

+a

2

_

2

e

iz

dz

z

2

+a

2

+

_

3

e

iz

dz

z

2

+a

2

_

where the sum is over residues in the upper half-plane. However the integrand

is bounded by a constant multiple of e

y

/[z[

2

for z = x +iy and [z[ suciently

large. Writing f(z) for the integrand, and taking R = S and T large enough we

nd that

_

1

f(z) dz

1

R

2

_

T

0

e

y

dy

1

R

2

,

and similarly for

3

. Now on

2

we have that (z

2

+ a

2

)

1

is integrable (with

integral bounded by constant C) if T is large enough, and therefore

_

2

f(z) dz

Ce

T

.

Sending R and T to we nd

_

0

cos x dx

x

2

+a

2

= Re i Res

|a|i

f(z) =

2[a[

where at the last step we computed that z

2

+ a

2

= (z + ai)(z ai), has one

simple pole in the upper half-plane, at i[a[, with residue

lim

z|a|i

cos z

z +[a[i

=

cos a

2[a[i

.

Selected Homework Solutions 181

4.5.3.3(f ). We use that the integrand is even and

xsin x

x

2

+a

2

= Im

_

ze

iz

z

2

+a

2

_

.

Taking R, S, T large enough that the curve (R, S)

1

2

3

encloses the

simple pole at [a[i, where the residue is

lim

z|a|i

ze

iz

z +[a[i

=

[a[ie

|a|

2[a[i

=

e

|a|

2

we obtain

_

0

xsin x

x

2

+a

2

dx =

1

2

lim

R,S

Im

_

S

R

ze

iz

z

2

+a

2

dz

= Imi

e

|a|

2

lim

R,S

Im

__

1

ze

iz

z

2

+a

2

dz +

_

2

ze

iz

z

2

+a

2

dz +

_

3

ze

iz

z

2

+a

2

dz

_

valid for all suciently large T. However, the integrand f(z) satises

[f(z)[

[z[e

y

[z[

2

[a[

2

for z = x +iy. The integral for

1

can be bounded by

R

R

2

[a[

2

_

T

0

e

y

dy =

R

R

2

[a[

2

and similarly that for

3

can be bounded by

S

S

2

[a[

2

.

The integral for

2

can be bounded by

Se

T

S

2

[a[

2

(R +S).

If we rst send T so the

2

integral goes to 0, and then send R, S

we nd that they make no contribution to the result, and therefore

_

0

xsin x

x

2

+a

2

dx = Imi

e

|a|

2

=

2e

|a|

.

182 Homework Set 9

4.5.3.3(g). We will do this for general (1, 1), as it will be useful later.

Take > 0, > 0, and R > 2. Let

= re

i

, r (, R)

be rays at angle , and also take arcs

R

= Re

i

: (, 2 )

and

= e

i

: (, 2 ).

Let z

connected neighborhood of the closed curve

+

+

R

. Provided

and are suciently small, this curve winds once around the simple poles of

f(z) = z

(1 + z

2

)

1

, which are at i, and where there are residues i

/2i and

(i)

/ 2i respectively.

_

++

R

z

2

+ 1

dz = 2i(i

(i)

)/2i = (e

i/2

e

i3/2

).

Now on

+

we have z

= r

e

i

, while on

, z

= r

e

i(2)

. It follows that

lim 0

_

+

z

z

2

+ 1

dz = (1 e

i2

)

_

R

x

2

+ 1

dx.

At the same time, we see that on

,

and the length of the curve is less than 2, so the integral is bounded by

4

1+

0 as 0, provided > 1. On

R

we have

[f(z)[

R

R

2

1

,

and the curve has length less than 2R, so the integral is bounded by

2R

1+

R

2

1

0

Selected Homework Solutions 183

as R provided < 1. We conclude that if (1, 1) then

_

0

x

x

2

+ 1

dx = lim

0,R,0

1

1 e

i2

_

++

R

z

2

+ 1

dz

=

e

i/2

e

i3/2

1 e

i2

=

e

i

(e

i/2

e

i/2

)

e

i

(e

i

e

i

)

=

sin(/2)

sin

=

sin(/2)

2 sin(/2) cos(/2)

=

2

sec

_

2

_

.

In the special case =

1

3

, we have sin(/6)/ sin(/3) = 1/

3, so that

_

0

x

1/3

x

2

+ 1

dx =

3

.

4.5.3.3(h). For this problem, let

+

= (, R) R and

= (R, ) R,

and

R

be the semicircles of radius and R (respectively) in the upper half-

plane. Dene log z to be the branch of the logarithm on the complement of the

negative imaginary axis. Taking

+

+

R

winding once around the simple pole of

log z

(z

2

+1)

at z = i, we nd from the residue

theorem that

_

++

R

+

log z

z

2

+ 1

dz = 2i(log i)/2i =

i

2

2

.

The computations showing that the contributions from

and

R

vanish in the

limit are essentially the same as in exercise 4.5.3.3.g. All that is dierent is we

use the bound [ log z[ (log [z[ +2). Since log z is log [z[ on

+

and log [z[ +i

on

we nd

_

++

log z

z

2

+ 1

dz =

_

R

log x

x

2

+ 1

dx +

_

R

log x +i

x

2

+ 1

dx

= 2

_

R

log x

x

2

+ 1

dx +

_

R

1

x

2

+ 1

dx.

184 Homework Set 9

Combining these facts we see

i

2

2

= lim

0,R

_

++

R

+

log z

z

2

+ 1

dz

= lim

0,R

_

++

log z

z

2

+ 1

dz

= 2

_

0

log x

x

2

+ 1

dx +

_

0

i

x

2

+ 1

dx

= 2

_

0

log x

x

2

+ 1

dx +

i

2

2

so that

_

0

log x

x

2

+ 1

dx = 0.

4.5.3.3(i). Let us rst observe that f(x) = x

(1)

log(1+x

2

) is integrable

on [0, ) because it is bounded by C

x

1(/2)

as x and > 0, while as

x 0 one has [ log(1 + x

2

)[ 2x

2

so [f(x)[ x

1

and < 2. It follows that

we can write the integral as a limit and can integrate by parts

_

0

log(1 +x

2

)

x

1+

dx = lim

R

_

R

1

R

log(1 +x

2

)

x

1+

dx

= lim

R

_

x

log(1 +x

2

)

_

R

1

R

+

1

lim

R

_

R

1

R

2x

1

1 +x

2

dx.

We observe that as R , R

log(1 +R

2

) 0, and also

[R

log(1 +R

2

)[ 2R

2

0,

so the boundary term from the integration makes no contribution in the limit.

The remaining term may be dealt with by the computation in 4.5.3.3.g. Indeed,

from that problem with = (1 ) (1, 1), we have

_

0

log(1 +x

2

)

x

1+

dx =

1

_

0

2x

1

1 +x

2

dx =

sec

_

(1 )

2

_

=

csc

_

2

_

4.5.3.4. Compute

_

|z|=

[dz[

[z a[

2

, [a[ , = .

Selected Homework Solutions 185

Hint: Use zz =

2

to convert the integral to a line integral of a rational function.

Solution:

Parameterizing [z[ = by z = e

i

we have dz = iz d and [dz[ = d, so

[dz[ = dz/iz. Also [z a[

2

= (z a)(z a) = (z a)(

2

z

a). Hence we nd

_

|z|=

[dz[

[z a[

2

=

_

|z|=

iz(z a)(

2

z

a)

dz =

_

|z|=

i(z a)(

2

az)

dz

which can be computed by the residue theorem. There are simple poles at a

and

2

/a. By hypothesis, [a[ , = ; if [a[ < then a is inside [z[ = and

2

/a is

not, and the reverse is true if [a[ > .

The residue at z = a is

i(

2

|a|

2

)

and that at

2

/a is

i(

2

|a|

2

)

. We conclude

from the residue theorem that

_

|z|=

[dz[

[z a[

2

=

_

_

2

2

[a[

2

if [a[ <

2

2

[a[

2

if [a[ >

=

2

2

[a[

2

.

10.10 Homework Set 10

4.6.2.2. Suppose that f(z) is analytic in the annulus A(0, r

1

, r

2

) and contin-

uous on the closed annulus. If M(r) denotes the maximum of [f(z)[ for [z[ = r,

show that

M(r) M(r

1

)

M(r

2

)

1

(10.5)

where

=

log(r

2

/r)

log(r

2

/r

1

)

(Hadamards three-circle theorem). Discuss cases of equality. Hint: Apply the

maximum principle to a linear combination of log [f(z)[ and log [z[.

Solution:

If M(r) = 0 for some r > 0 then f vanishes on a set containing a limit

point, so f 0 and the result is trivial. Hence there is no loss of generality in

assuming M(r) > 0 for r > 0, in which case the statement

M(r) M(r

1

)

M(r

2

)

(1)

186 Homework Set 10

for

=

log(r

2

/r)

log(r

2

/r

1

)

is equivalent to

log M(r) log M(r

1

) + (1 ) log M(r

2

)

=

log r

2

log r

log r

2

log r

1

log M(r

1

) +

log r log r

1

log r

2

log r

1

log M(r

2

)

which is the same as

_

log r

2

log r

1

_

log M(r)

log r

2

log M(r

1

) log r

1

log M(r

2

) +

_

log M(r

2

) log M(r

1

)

_

log r

or

_

log M(r

1

) log M(r

2

)

_

log r +

_

log r

2

log r

1

_

log M(r)

log r

2

log M(r

1

) log r

1

log M(r

2

)

and it is this that we will prove.

It is suggested in the book that we apply the maximum principle (for har-

monic functions) to a linear combination of log [z[ + log [f(z)[. Of course we

cannot do this directly if f has zeros, because log [f(z)[ is not harmonic in any

neighborhood of a zero of f (in fact it is subharmonic, and there is still a max-

imum principle for subharmonic functions, but we have not proved that). We

will therefore need to do something about points where f is zero, but let us

begin by assuming that no such points exist.

If f is analytic on the annulus 0 < r

1

< [z[ < r

2

then Alog [z[ +Blog [f(z)[

is harmonic there, and the maximum principle for harmonic functions implies

that the maximum occurs on the boundary. We obtain

Alog r +Blog M(r) = max

|z|=r

_

Alog [z[ +Blog [f(z)[

_

(10.6)

max (Alog r

1

+Blog M(r

1

), Alog r

2

+Blog M(r

2

))

Taking A = log M(r

1

)log M(r

2

) and B = log r

2

log r

1

we nd that the terms

Selected Homework Solutions 187

on the right are both equal to log r

2

log M(r

1

) log r

1

log M(r

2

). Thus

log r

2

log M(r

1

) log r

1

log M(r

2

)

_

log M(r

1

) log M(r

2

)

_

log r +

_

log r

2

log r

1

_

log M(r)

which is what we needed to prove.

Now we deal with the points z

j

where f(z) = 0. Such points are can

accumulate only at the boundary. Suppose that around each we place a small

disc of radius

j

(small enough that it is inside the annulus), and delete these

discs from our domain. Then (10.6) must be modied so that for each j there is a

term on the right side corresponding to the maximum of Alog [z[ +Blog [f(z)[

on the new boundary circle [z z

j

[ =

j

. However Blog [f(z)[ as

z z

j

, so we may choose

j

so small that this new term is less than the right

side of (10.6), and therefore need not be included. It follows that (10.6) is still

valid when f has zeros, and therefore the result holds for general f.

Note that there is a degenerate case we did not consider, namely r

1

= 0. In

this situation one should interpret the formula for as corresponding to = 0,

whereupon the result follows directly from the usual maximum principle for the

harmonic function [f(z)[.

5.1.1.1. Use Taylors theorem applied to a branch of log(1 +

z

n

), prove that

lim

n

_

1 +

z

n

_

n

= e

z

(10.7)

uniformly on compact sets.

Solution:

Let K C be compact and M = max

zK

[z[. Observe that for n > M we

have

z

n

on w : [1 + w[ < 1, so we conclude log

_

1 +

z

n

_

is well-dened on K for all

n > M and has Taylor expansion

log

_

1 +

z

n

_

=

j=1

(1)

j+1

j

_

z

n

_

j

.

The series is readily seen to be convergent on

1 +

z

n

convergent on compact subsets of this region, and in particular on K for n > M.

188 Homework Set 10

Uniformity of the convergence implies we can exchange the limits in

lim

n

nlog

_

1 +

z

n

_

=

j=1

lim

n

(1)

j+1

j

z

j

n

j1

= z

Exponentiating both sides and using continuity of the exponential we get that

e

z

= lim

n

exp nlog

_

1 +

z

n

_

= lim

n

_

1 +

z

n

_

n

uniformly on K, and since K was arbitrary the convergence is uniform on all

compact sets in C.

5.1.2.3. Develop log(

sin z

z

) in powers of z up to the term z

6

.

Solution:

We wish to develop log

_

sin z

z

_

around 0 up to terms of order z

6

. Since sin z

has a simple zero at 0 the function

sin z

z

has a removable singularity at 0 and

its extension (which is equal to 1 at 0) is entire. It is helpful to recall the series

for sin z and divide by z to obtain a series convergent uniformly on all compact

sets to

sin z

z

sin z

z

=

1

z

j=0

(1)

j

z

2j+1

(2j + 1)!

=

j=0

(1)

j

z

2j

(2j + 1)!

= 1 +

j=1

(1)

j

z

2j

(2j + 1)!

.

Next we may compose with the series

k=1

(1)

k+1

k

w

k

for log(1 +w), which is convergent for [w[ < 1. This amounts to setting

w =

j=1

(1)

j

z

2j

(2j + 1)!

,

which we note satises [w[ < 1 on a neighborhood of 0. Observe that since the

lead z-term is z

2

it suces to consider the 3

rd

-order polynomial in w. We have

Selected Homework Solutions 189

log

sin z

z

sin z

z

1

1

2

sin z

z

1

2

+

1

3

sin z

z

1

3

+ [z

8

]

=

3

X

j=1

(1)

j

z

2j

(2j + 1)!

1

2

2

X

j=1

(1)

j

z

2j

(2j + 1)!

!

2

+

1

3

1

X

j=1

(1)

j

z

2j

(2j + 1)!

!

3

+ [z

8

]

=

z

2

3!

+

z

4

5!

z

6

7!

1

2

z

2

3!

+

z

4

5!

2

+

1

3

z

2

3!

3

+ [z

8

]

=

1

3!

z

2

+

1

5!

1

2(3!)

2

z

4

+

1

7!

+

1

(3!)(5!)

1

3(3!)

3

z

6

+ [z

8

]

=

z

3

3!

+

(3 5)z

4

2

3

3

2

5

+

(9 + 63 70)z

6

2

4

3

4

5 7

+ [z

8

]

=

z

3

2 3

z

4

2

2

3

2

5

z

6

3

4

5 7

+ [z

8

]

CHAPTER 11

Preliminary Exams

11.1 Syllabus

Holomorphic Functions

Statement of the Jordan curve theorem and the notion of simple rectiable

curves.

The Riemann sphere (1.3 on page 5).

The Cauchy-Riemann equations (page 11).

Power series and the circle of convergence (see Theorem 2.22 on page 20).

Linear fractional (Mobius) transformations (4.1 and conformal mapping.

Integration Theory

Integration along simple rectiable positively oriented curves (5.1 on page

57).

The Cauchy-Goursat theorem (page 64).

The Cauchy integral formula (page 71).

Moreras theorem (page 76) and the maximum principle (page 85).

191

192 Syllabus

Principle of the argument (page 93), winding numbers and Rouches the-

orem (page 93).

The residue theorem (page 93) and its use in evaluating real Riemann

integrals.

Representation Theorems

Taylor and Laurent series.

The maximum modulus theorem, Liouvilles theorem (page 76), and the

fundamental theorem of algebra (page 76).

Singularities.

Meromorphic functions.

Harmonic Functions

The mean value theorem (page 109, the maximum principle.

Their relationship to holomorphic (i.e., complex analytic) functions.

Harmonic conjugates (7.1 on page 103).

Miscellaneous

The inverse function theorem.

The Schwarz lemma (page 85).

The Schwarz reection principle.

Normal families (9.2 on page 123).

The Riemann mapping theorem (page 129).

References

[Ahl79], [Car95], [Con73], [Hil59], [Kno52], and [Rem91]

Preliminary Exams 193

11.2 January 2009

1. (a) Is there a holomorphic function f such that it maps D into itself,

f(0) = 0 and f(i/4) = i/3? Explain.

(b) Is there a holomorphic function f maps z : Re(z) > 0 into itself,

f(3) = 3 and f(9) = 6? Explain.

2. Show that there is no one-to-one holomorphic function D 0 onto the

annulus A = z : a < [z[ < b, where b > a > 0.

3. How many zeros counting multiplicities does e

z

2

4z

2

have in D?

4. Evaluate and justify your answer:

_

0

x

2m

1 +x

2n

dx, where m, n N 0, m < n.

5. Suppose f is entire, and [f(z)[ > 1 for [z[ > 1. Prove that f(z) is a

polynomial.

6. Consider a family T of function with domain D satisfying

f(z) =

n0

a

n

z

n

with

n0

[a

n

[ < 1.

Prove that any f T is holomorphic in D. Show that T is a normal

family.

194 August 2008

11.3 August 2008

1. Suppose f is entire, f(0) = 3 + 4i, and [f(z)[ 5 in D. Find f

(0).

2. Find a conformal map (an explicit formula) of the rst quadrant

z C : Im(z) > 0, Re(z) > 0

onto D. Is it unique? Can you give some conditions to ensure that this

conformal map is unique?

3. How many zeros counting multiplicities does z

5

+3z

3

+7 have in B(0, 2)?

4. Evaluate and justify your answer.

(a)

_

cos x

x

4

+ 1

dx. (b)

_

2

0

e

e

i

d.

5. Suppose that f is holomorphic in D such that

[f(z)[

1

1 [z[

, z D.

Prove that

[f

(z)[

4

(1 [z[)

2

, z D.

6. Consider a family of functions in Hol(D), the set of holomorphic func-

tions on the open unit disk, which are uniformly bounded at 0 and whose

derivatives are uniformly bounded on compact subsets of D. Show that

this family is normal. If the condition of uniform boundedness at 0 is

removed, what happens then? Explain.

Preliminary Exams 195

11.4 August 2007

1. (a) Find a conformal map from the set S = z : Im(z) > 0, Re(z) > 0

onto the open unit disk D such that 1 +i is mapped into 0.

(b) Find all the maps that satisfy (a), and prove that there are no others.

2. State and prove the Fundamental Theorem of Algebra.

3. How many zeros of the polynomial 2z

4

z

3

+ 5z

2

10z + 1 lie in the set

z : 1 < [z[ < 3? (Justify your answer.)

4. Evaluate the integral

_

sin x

x

3

+x

dx

using the Residue theorem (justify why it can be used). [Hint. The func-

tion

sin x

x

, for x R, is the imaginary part of an analytic function which

is bounded in the upper half-plane.]

5. Prove that if f is analytic in the open unit disk D, then

[f(w) f(0) wf

(0)[ [w[

2

sup

zD

[f(z) f(0) zf

(0)[,

for all w D.

6. Find all the entire functions f that satisfy

sup

zC

z=0,

f(z)=0

z log [z[

f(z)

< ,

and prove that there are no others.

7. Suppose that T is a family of analytic functions on the open unit disk

such that f(0) = 1 for all f T. Prove that if Im(f)

fF

is a normal

family, then T is also a normal family.

196 August 2006

11.5 August 2006

1. Suppose f is a nonconstant entire function such that (f f)(z) = f(z) for

all z. Prove that f must be the identity function.

2. Suppose f is entire, f(0) = 0 and [f(z)[ e

1/|z|

for all z ,= 0. Prove that

f is identically 0.

3. Suppose for each n that f

n

is a bounded continuous R-valued function on

the unit circle z : [z[ = 1. Suppose for each n that u

n

is a function that

is continuous on the closed unit disk z : [z[ 1, is harmonic in the open

unit disk z : [z[ < 1, and agrees with f

n

on the unit circle. Show that

f

n

is an equicontinuous family on the unit circle if and only if u

n

is

an equicontinuous family on the closed unit disk.

4. Use residues to evaluate the denite integral

_

x

2

(x

2

+ 1)

2

dx.

5. Let = z = x +iy : 0 < y < 1, x > 0. Find a conformal mapping of

onto the open unit disk.

6. Suppose that for each n the function f

n

is analytic in the open unit disk

D, [f

n

(0)[ 1, and for each r < 1 satises

_

|z|=r

[f

n

(z)[

2

[dz[ 1.

Show that every subsequence of f

n

has a further subsequence which

converges to a nite analytic function uniformly on each compact subset

of an open unit disk.

7. Suppose for each n the function f

n

is analytic on the open unit disk D

and has exactly one zero in D. Suppose the sequence f

n

converges to f

uniformly on each compact subset of the unit disk.

(a) Show that either f is identically zero on D or else has at most one

zero in D.

(b) Given an example of a sequence f

n

where the limit function has

no zeros in D.

Preliminary Exams 197

11.6 August 2005

1. (a) Prove the Minimum Principle for harmonic functions; i.e., show that

if u is harmonic in a region and u attains a minimum at a point

z

0

, then u is constant.

(b) Suppose f is analytic in the unit disk D and continuous in D, and

f(z) is real for [z[ = 1. Show that f is constant.

2. Let f and g be analytic and non-zero in a connected open set . Suppose

also that there exists a sequence of complex numbers z

n

so that

z

n

p and for all positive integers n,

f

(z

n

)

f(z

n

)

=

g

(z

n

)

g(z

n

)

.

Show that there is a constant c so that g = cf.

3. Show that if f is analytic in D and [f(z)[ 1 in D, then for all z D,

[f

(z)[

1 [f(z)[

2

1 [z[

2

.

4. Suppose f is an entire function, f is bounded for Re z 0, and f

is

bounded for Re z 0. Prove that f is constant.

5. (a) Suppose R(z) is a rational function with no poles on the unit circle.

Prove that

_

|z|=1

R(z) dz =

_

|w|=1

R

_

1

w

_

dw

w

2

.

(b) Use part (a) to evaluate the integral

_

|z|=1

z

11

12z

12

4z

9

+2z

6

4z

3

+1

dz.

6. Suppose g

n

is a sequence of non-constant entire functions. If the func-

tions g

n

converge uniformly to a function g, what can you conclude about

this sequence? When is the limit entire?

In the following parts, assume g

n

, n N, is a sequence of entire functions,

having only real zeros. Further, suppose that the functions g

n

converge

uniformly on compact subsets of C to an entire function g.

(a) Prove that if g is not identically zero, then g has only real zeros.

(b) It is possible for g to be identically zero? Explain your answer.

198 August 2004

11.7 August 2004

1. Let f be holomorphic on C 0. Suppose that for any z ,= 0,

[f(z)[ [log([z[)[ .

Show that f(z) 0.

2. Let C

1

and C

2

be two Euclidean circles in the plane with C

2

lying in the

interior of C

1

. Let be the domain bounded by these circles. Is there a

conformal map of bijectively onto an annulus z : 0 < r

1

< [z[ < 1? If

there is one, describe it; if there is not, describe why none can exist.

3. Prove or give a counterexample. Suppose f is holomorphic in D and

continuous on its closure. Then f extends to a holomorphic function on

B(0, R) for some R > 1.

4. Evaluate and justify your answer.

(a)

_

cos x

x

2

+ 1

dx.

(b)

_

2

0

d

(a +b cos )

2

, a > b > 0.

5. Let T = f : D D : f Hol(D), and L = sup

fF

[f

(0)[.

(a) Show that L exists (as a nite number).

(b) Show that there is a function f T such that f

(0) = L.

6. (a) Suppose is a bounded region in C, f Hol(), f ,= 0 in , f is

continuous on the closure of , and [f[ is constant on the boundary

of . Prove that f is constant on .

(b) Can the hypothesis that f ,= 0 in be dropped?

(c) Can the hypothesis that is bounded be replaced by the assumption

that the complement to is unbounded?

Preliminary Exams 199

11.8 August 2003

1. (a) Show that there is a complex dierentiable function dened on the

set = z C : [z[ > 4, whose derivative is

z

(z 1)(z 2)(z 3)

.

(b) Is there is a complex dierentiable function on whose derivative is

z

2

(z 1)(z 2)(z 3)

?

2. Evaluate the integral

_

2

0

e

e

i

d.

3. Suppose f and g are entire functions and [f(z)[ [g(z)[ for all z C.

Prove that there exists a constant c such that f = cg.

4. (a) Prove that every one-to-one conformal mapping of

D = z C : [z[ 1

onto itself is a linear fractional (Mobius) transformation.

(b) Prove that every one-to-one conformal mapping of D onto a disk

B = az C : [z a[ r for some a C and r > 0 is a linear

fractional transformation.

5. Show that f(z) = z/(e

z

1) has a removeable singularity at z = 0 and

that f has a power series expansion f(z) =

n1

c

n

z

n

. Calculate c

0

and

c

1

and show that c

2n+1

= 0 for n 1 (i.e., f is an even function). Find

the radius of convergence of the series.

6. Let 0 < r < R and A = z C : r [z[ R. Show that there exists a

positive number > 0 such that for each polynomial p,

sup

zA

p(z)

1

z

.

7. Evaluate the following real integral by using residues:

_

0

cos x

1 +x

2

dx =

1

2

_

0

_

e

ix

1 +x

2

+

e

ix

1 +x

2

_

dx.

200 August 2002

11.9 August 2002

1. Suppose f is holomorphic in a region that contains the closed unit disk

and [f(z)[ < 1 when [z[ = 1. How many xed points must f have in the

open unit disk D?

2. Suppose f is an entire function and there are constants A and B and a

positive integer k so that [f(z)[ A+B[z[

k

for all z. Prove that f must

be a polynomial.

3. Compute (justifying your computations):

(a)

_

x

2

1 +x

4

dx. (b)

_

2

0

d

a +b sin

, a > b > 0.

4. Suppose f is holomorphic and non-zero in the simply connected domain .

(a) If n is any positive integer, prove that there exists a function g,

holomorphic in satisfying g

n

= f.

(b) How many holomorphic solutions does g

3

= f have in a small disk

about 0 if f(z) := z

4

+ 16?

(c) Find the Taylor polynomial of degree 5 for the holomorphic solution

g in part (b) for which g(0) R.

5. Suppose is a region in C and Hol() denotes the space of functions

which are holomorphic in . Let f

n

be a locally bounded sequence in

Hol() and f Hol(). Assume A := z : limf

n

(z) = f(z) has

a limit point in . Show that there exists a subsequence of f

n

which

converges to f uniformly on compact subsets of .

6. In a domain containing 0, a function f : C dened by f(x, y) =

u(x, y) +iv(x, y) is complex harmonic if both u and v are (real) harmonic

in . You may assume that f admits an absolutely convergent double

power series expansion f(z, z) =

n,m0

a

nm

z

n

z

m

and that the usual

dierentiation and integration rules for power series in one variable are

valid here.

(a) Under what conditions on the coecients a

nm

is f holomorphic in ?

(b) Under what conditions on the coecients a

nm

is f complex harmonic

in ?

Preliminary Exams 201

11.10 August 2001

1. Show that the function u(z) := log [z[ has no harmonic conjugate in the

domain = C 0.

2. Evaluate

_

|z|=2

e

z

z

3

+z

dz.

3. Suppose f is analytic in the unit disk D and f(0) = f

(0) = 0. Also

assume that [f

[f(z)[

[z[

2

2

everywhere in D.

4. Show that all the zeros of

p(z) := 3z

3

2z

2

+ 2iz 8

lie in the annulus z C : 1 < [z[ < 2.

5. is dened as the intersection z C : [z[ < 1 z C : [z

1

2

[ >

1

2

.

Find a conformal map f of the region onto the open unit disk D. Can

you extend the mapping f to the closure of ? Is it conformal on part or

all of the boundary?

6. A continuous mapping f : X Y is called proper if, for any compact set

K Y , f

1

(K) is compact in X. Prove that f : C C is a polynomial

if and only if it is a proper, entire function.

7. Let D be the open unit disk and B be the open unit ball in C

2

; i.e.,

B := (z, w) : [z[

2

+[w[

2

< 1 C

2

.

Show that there cannot be any non-zero holomorphic function f, de-

ned on D, whose graph is contained in B. (Hint: What happens when

[z[ 1?)

202 August 2000

11.11 August 2000

1. Compute

_

cos x

(x

2

+ 1)

2

dx.

2. Let H denote the right halfplane; i.e., H := z : Re z 0. Given that

f : H H is holomorphic and f(1) = 1, show

(a) [f

(1)[ 1, and

(b)

[f(z) 1[

[f(z) + 1[

[z 1[

[z + 1[

.

3. Let f and g be entire functions with [f(z)[ [g(z)[ for all z C. Prove

that there exists a constant K so that f(z) = Kg(z).

4. Determine the number of zeros of the function g(z) = e

z1

az inside the

unit circle z C : [z[ < 1 assuming [a[ > 1.

5. Let Hol() be the set of functions holomorphic in a domain and suppose

that T Hol() is some normal family in . Prove that

T

:= f

: f T

is also a normal family.

6. Suppose that f is entire and f(z) is real if and only if z is real. Show that

f can have at most one zero in C.

7. Suppose that D is the unit disk and f is a holomorphic map of D into

itself with f(0) = 0. If

f

n

:= f f f

. .

n

,

state the conditions under which limf

n

exists in all of D. When the limit

does exist, what is it?

BIBLIOGRAPHY

[Ahl79] Lars V. Ahlfors, Complex analysis, third ed., International Series in

Pure and Applied Mathematics, McGraw-Hill, New York, 1979.

[Car95] Henri Cartan, Elementary theory of analytic functions of one and sev-

eral complex variables, Dover Publications, New York, 1995.

[CF] Sergio Santa Cruz and Paulo Soares Fonseca, Bombelli: A Java com-

plex function viewer, Last update: 06/10/2000.

[Con73] John B. Conway, Functions of one complex variable, I, Graduate Texts

in Mathematics, vol. 11, Springer-Verlag, New York, 1973.

[Fis90] Stephen D. Fisher, Complex variables, second ed., Dover, Mineola, NY,

1990.

[Hil59] Einar Hille, Analytic function theory: Volumes I & II, Ginn and Com-

pany, 1959.

[Kno52] Konrad Knopp, Elements of the theory of functions: Volumes I & II,

Dover Publications, 1952.

[Lan97] Serge Lang, Undergraduate analysis, second ed., Undergraduate Texts

in Mathematics, Springer-Verlag, New York, 1997.

[Rem91] Reinhold Remmert, Theory of complex functions, Graduate Texts in

Mathematics: Readings in Mathematics, vol. 122, Springer, New York,

1991, Translated from German by R. Burckel.

[Rud87] Walter Rudin, Real & complex analysis, third ed., Tata McGraw-Hill,

New Delhi, 1987.

[SL99] Rami Shakarchi and Serge Lang, Problems and solutions for Complex

Analysis, Springer-Verlag, New York, 1999.

203

INDEX

A(a, r, R), 118

arc, 33

dierentiable, 33

Jordan, 33

piecewise dierentiable, 33

argument, 4

Arzela-Ascoli theorem, 126

C, 5

Casorati-Weiestrass theorem, 82

Cauchys estimates, 75

Cauchys theorem

for derivatives, 75

for disks, 66

for rectangles, 64

general disk version, 67

Cauchy-Riemann equations, 11

chain rule, 14

closed curve, 33

complex conjugate, 4

component

connected, 31

conformal mapping, 35

continuous function, 10

contractable curve, 88

cosine, 25

cross ratio, 39

curve

closed, 33

dierentiable, 33

Jordan, 33

regular, 33

derivative, 10

dierentiable

arc, 33

curve, 33

directional derivative, 106

equicontinuous, 125

essential singularity, 82

exponential, 24

fundamental theorem of algebra, 76

Gauss-Green theorem, 107

Greens theorem, 59

for rectangles, 62

H, 37

harmonic, 103

harmonic conjugate, 13, 104

harmonic function, 13

homologous to zero, 87

homotopic, 87

Hurwitz theorem, 114

imaginary part, 4

index of a point, 71

integral, 57

isolated singularity, 80, 81

Jordan

204

INDEX 205

arc, 33

Jordan curve, 33

keyhole, 70

Laplacian, 13

Laurent series, 120

limit

of a function, 9

linear fractional transformation, 37

Liouvilles theorem, 76

logarithm, 26

Mobius group, 37

Mobius transformation, 37

maximum principle, 85

maximum principle for harmonic func-

tions, 109

mean value property for harmonic func-

tions, 109

meromorphic, 93

modulus, 4

Moreras theorem, 76

normal family, 124

order

of a pole, 17

of a zero, 16

path, 33

path integral, 57

piecewise dierentiable arc, 33

Poisson kernel, 112

pole, 17, 81

at , 17

power series, 19

power series expansion

cosine, 25

exponential, 24

sine, 25

precompact, 124

prelim

study guide, iii

syllabus, 129

primitive root, 4

principal part, 18

real part, 4

regular

curve, 33

dierentiable arc, 33

relative topology, 29

removable singularity, 77

residue, 92

residue computation at pole, 92

residue theorem, 93

reverse triangle inequality, 5

Riemann mapping theorem, 43

Riemann sphere, 6

Rouches theorem, 93

Schwarz lemma, 85

separation, 29

simply connected, 86

sine, 25

singular part, 18

spherical metric, 7

stereographic projection, 6

Taylors theorem, 79

theorem of

Abel, 23

Arzela-Ascoli, 126

Casorati-Weierstrass, 82

Cauchy, 64, 66, 75

Gauss-Green, 107

Green, 59

Hurwitz, 114

Liouville, 76

Lucas, 16

Morera, 76

Rouche, 93

Schwarz, 85

Taylor, 79

Weierstrass, 114

triangle inequality

proof, 5

reverse, 5

winding number, 71

zero, 16

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